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]
@article{BrousteI13,
title = {Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package},
author = {Alexandre Brouste and Stefano Maria Iacus},
year = {2013},
doi = {10.1007/s00180-012-0365-6},
url = {https://doi.org/10.1007/s00180-012-0365-6},
researchr = {https://researchr.org/publication/BrousteI13},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {28},
number = {4},
pages = {1529-1547},
}