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＜journal article＞
MINIMUM L_1-NORM ESTIMATION FOR ORNSTEIN-UHLENBECK TYPE PROCESS DRIVEN BY A GAUSSIAN PROCESS
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| Abstract | We investigate the asymptotic properties of the minimum L_1-norm estimator of the drift parameter for Ornstein-Uhlenbeck type process driven by a general Gaussian process. |
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| Created Date | 2024.03.07 |
| Modified Date | 2024.03.11 |