On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes

Document Details

Document Type
Pub Defense Publication
Publication Date
Feb 09, 2016
Source ID
10.1080/17442508.2016.1143472

Entities

People

  • Chihoon Lee
  • Jian Song

Organizations

  • Army Research Office
  • Colorado State University
  • Stevens Institute of Technology
  • University of Hong Kong