Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package

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. [doi]

Abstract

Abstract is missing.