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Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck Process

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  • Tanaka, Katsuto
  • 田中, 勝人

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  • Tanaka, Katsuto & 田中, 勝人, 2011. "Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck Process," Discussion Papers 2011-07, Graduate School of Economics, Hitotsubashi University.
    • Handle: RePEc:hit:econdp:2011-07
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    References listed on IDEAS

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    1. Hu, Yaozhong & Nualart, David, 2010. "Parameter estimation for fractional Ornstein-Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 80(11-12), pages 1030-1038, June.
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