Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean
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DOI: 10.1007/s11203-019-09200-5
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Keywords
Rosenblatt process; Parameter estimation; Malliavin calculus; Multiple Wiener–Itô integrals; Strong consistency; Asymptotic normality; Ornstein–Uhlenbeck process; Periodic mean function; Least squares estimator;All these keywords.
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