Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean

10 September 2015

Papers citing "Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean"

3 / 3 papers shown

Title
CTMSTOU driven markets: simulated environment for regime-awareness in trading policies Selim Amrouni Aymeric Moulin T. Balch 135 1 0 02 Feb 2022
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Charlotte Dion Sarah Lemler 122 9 0 17 Apr 2019
$Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case$ Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case Radomyra Shevchenko Jeannette H. C. Woerner 24 2 0 19 Mar 2019