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Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package

✍ Scribed by Alexandre Brouste, Stefano M. Iacus

Book ID: 120743804
Publisher: Springer
Year: 2012
Tongue: English
Weight: 313 KB
Volume: 28
Category: Article
ISSN: 0943-4062
DOI: 10.1007/s00180-012-0365-6

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