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Lévy Area Analysis and Parameter Estimation for fOU Processes via Non-Geometric Rough Path Theory

Fuente: arXiv

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Bibliographic Details
Main Authors:	Qian, Zhongmin, Xu, Xingcheng
Format:	Preprint
Published:	2018
Subjects:	Probability Statistics Theory 60H05, 62F12, 62M09, 91G30
Online Access:	Acceder al recurso
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