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Browsing by Subject Ornstein-Uhlenbeck process

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Issue DateTitleAuthor(s)
2011On comparison of the estimators of the hurst index of the solutions of stochastic differential equations driven by the fractional Brownian motionKubilius, Kęstutis; Melichov, Dmitrij
2011On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian MotionKubilius, Kęstutis; Melichov, Dmitrij
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