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Rate of convergence for the maximum likelihood estimator in fractional Ornstein-Uhlenbeck processes
  • ISSN号：1343-4500
  • 期刊名称：Information-An International Interdisciplinary Jou
  • 时间：2012.2
  • 页码：461-466
  • 相关项目：长记忆模式下股本权证的定价与参数估计研究
作者： Sun, Lin|Liu, Youzhu|Xu, Weijun|Xiao, Weilin|
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长记忆模式下股本权证的定价与参数估计研究
期刊论文 18
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