research
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03/06/2019
Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean
We study the least squares estimator for the drift parameter of the Lang...
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03/06/2019
Generalized k-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
We analyze the generalized k-variations for the solution to the wave equ...
research
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03/06/2019
