"Parameter estimation for the discretely observed fractional ..."

Alexandre Brouste, Stefano Maria Iacus (2013)

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DOI: 10.1007/S00180-012-0365-6

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type: Journal Article

metadata version: 2020-09-05

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Alexandre Brouste, Stefano Maria Iacus:
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Comput. Stat. 28(4): 1529-1547 (2013)

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