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Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process
by
Guangjun Shen
,
Yunmeng Li
,
Zhenlong Gao
Published 2018-12-01
Subjects:
“
...
Minimum
L
1
$
L
_{
1
}$ -
norm
estimation
...
”
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Guangjun Shen
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Yunmeng Li
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