Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alonso-Martin, Pablo Ramses, Boedihardjo, Horatio, Papavasiliou, Anastasia
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62F12, 60H30 (Primary), 62M09, 60H05, 60G22 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.09703