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	Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
	Zhang, Pu[1]; Xiao, Wei-lin[2]; Zhang, Xi-li[3]; Niu, Pan-qiang[4]
刊名	ECONOMIC MODELLING
	2014
卷号	36页码:198-203
关键词	Fractional Ornstein-Uhlenbeck processes Quadratic variation Maximum likelihood estimation Donsker type approximation Consistent estimator
ISSN号	0264-9993
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2270931
专题	上海大学
作者单位	1.[1]Changzhou Univ, Sch Econ & Management, Dept Finance, Changzhou 213164, Peoples R China. 2.[2]Zhejiang Univ, Sch Management, Dept Accounting & Finance, Hangzhou 310058, Zhejiang, Peoples R China. 3.[3]Zhejiang Univ, Sch Management, Dept Accounting & Finance, Hangzhou 310058, Zhejiang, Peoples R China. 4.[4]Shanghai Univ, Sch Film & Televis Art & Technol, Shanghai 200444, Peoples R China.,Shanghai Jiao Tong Univ, Sch Media & Design, Shanghai 200240, Peoples R China.
推荐引用方式 GB/T 7714	Zhang, Pu[1],Xiao, Wei-lin[2],Zhang, Xi-li[3],et al. Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation[J]. ECONOMIC MODELLING,2014,36:198-203.
APA	Zhang, Pu[1],Xiao, Wei-lin[2],Zhang, Xi-li[3],&Niu, Pan-qiang[4].(2014).Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation.ECONOMIC MODELLING,36,198-203.
MLA	Zhang, Pu[1],et al."Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation".ECONOMIC MODELLING 36(2014):198-203.

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