论文标题
关于与漂移的混合分数Ornstein-Uhlenbeck过程的推断的注释
A Note On Inference for the Mixed Fractional Ornstein-Uhlenbeck Process with Drift
论文作者
论文摘要
本文致力于随着漂移而对混合分数Ornstein-Uhlenbeck过程进行参数估计。使用拉普拉斯变换计算或cameron-martin公式的最大似然估计量的大样本渐近性能是\ cite {ck19}的特殊部分
This paper is devoted to parameter estimation of the mixed fractional Ornstein-Uhlenbeck process with a drift. Large sample asymptotical properties of the Maximum Likelihood Estimator is deduced using the Laplace transform computations or the Cameron-Martin formula with extra part from \cite{CK19}
