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Lévy area of fractional Ornstein-Uhlenbeck process and parameter
  estimation
v1v2 (latest)

Lévy area of fractional Ornstein-Uhlenbeck process and parameter estimation

29 March 2018
Z. Qian
Xingcheng Xu
ArXiv (abs)PDFHTML

Papers citing "Lévy area of fractional Ornstein-Uhlenbeck process and parameter estimation"

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