Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alazemi, Fares, Alsenafi, Abdulaziz, Chen, Yong, Zhou, Hongjuan
Format:	Preprint
Published:	2024
Subjects:	Probability 60G15, 60G22, 62M09
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.18004