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Parameter Estimation for multi-mixed Fractional Ornstein--Uhlenbeck Processes by Generalized Method of Moments

Fuente: arXiv

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Bibliographic Details
Main Authors:	Almani, Hamidreza Maleki, Sottinen, Tommi
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability 60G10, 60G15, 60G22, 62M09 G.3
Online Access:	Acceder al recurso
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