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

Fuente: arXiv
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Autores principales: Alazemi, Fares, Alsenafi, Abdulaziz, Chen, Yong, Zhou, Hongjuan
Formato: Preprint
Publicado: 2024
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author Alazemi, Fares
Alsenafi, Abdulaziz
Chen, Yong
Zhou, Hongjuan
author_facet Alazemi, Fares
Alsenafi, Abdulaziz
Chen, Yong
Zhou, Hongjuan
contents We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang (2017) to the case of Hurst parameter H \in (1/4 , 1/2) and the results of Hu, Nualart, Zhou (2019) to a two-dimensional case. When H \in (0, 1/4], it is found that the integrand of the estimator is not in the domain of the standard divergence operator. To facilitate the proofs, we develop a new inner product formula for functions of bounded variation in the reproducing kernel Hilbert space of fractional Brownian motion with Hurst parameter H \in (0, 1/2). This formula is also applied to obtain the second moments of the so-called α-order fractional Brownian motion and the α-fractional bridges with the Hurst parameter H \in (0, 1/2).
format Preprint
id arxiv_https___arxiv_org_abs_2406_18004
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
Alazemi, Fares
Alsenafi, Abdulaziz
Chen, Yong
Zhou, Hongjuan
Probability
60G15, 60G22, 62M09
We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang (2017) to the case of Hurst parameter H \in (1/4 , 1/2) and the results of Hu, Nualart, Zhou (2019) to a two-dimensional case. When H \in (0, 1/4], it is found that the integrand of the estimator is not in the domain of the standard divergence operator. To facilitate the proofs, we develop a new inner product formula for functions of bounded variation in the reproducing kernel Hilbert space of fractional Brownian motion with Hurst parameter H \in (0, 1/2). This formula is also applied to obtain the second moments of the so-called α-order fractional Brownian motion and the α-fractional bridges with the Hurst parameter H \in (0, 1/2).
title Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
topic Probability
60G15, 60G22, 62M09
url https://arxiv.org/abs/2406.18004