Minimum L1-norm estimation for fractional Fractional ornstein-uhlenbeck type process

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Binder1.pdf (1.36 MB)

Date

2004

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Keywords

Minimum L1-norm estimation, Fractional ornstein-uhlenbeck process, Fractional Brownian motion

Citation

Theory of probability and mathematical statistics,V71,P201-209

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http://hdl.handle.net/10263/2748

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Mathematics and Statistics

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