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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 88, 2016 - Issue 5
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Articles

On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes

Chihoon LeeSchool of Business, Stevens Institute of Technology, Hoboken, NJ, USA.;Department of Statistics, Colorado State University, Fort Collins, CO, USA.View further author information
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Jian SongDepartment of Mathematics, University of Hong Kong, Hong Kong.;Department of Statistics & Actuarial Science, University of Hong Kong, Hong Kong.Correspondence[email protected]
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Pages 751-778 | Received 22 Mar 2015, Accepted 14 Jan 2016, Published online: 09 Feb 2016

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