Ergodicity and Parameter Estimates for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process

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Applied Mathematics and Optimization, Vol. 57, Iss. 3, 2008-06 ,pp. : 401-429

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Random Broken Lines That Weakly Converge to a Fractional Ornstein-Uhlenbeck Process

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Journal of Mathematical Sciences, Vol. 128, Iss. 1, 2005-07 ,pp. : 2569-2577

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Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process

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Statistical Inference for Stochastic Processes, Vol. 16, Iss. 3, 2013-10 ,pp. : 173-192

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Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type

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Statistical Inference for Stochastic Processes, Vol. 12, Iss. 1, 2009-02 ,pp. : 1-19

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Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process

By Bosq Denis  

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