Minimum L1-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
B. L. S. Prakasa Rao
所有作者
B. L. S. Prakasa Rao
文献摘要
We investigate the asymptotic properties of the minimum L1-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a Hermite process.