ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

doi:10.1016/S0252-9602(17)30065-6

Acta mathematica scientia,Series B ›› 2017, Vol. 37 ›› Issue (4): 1173-1176.doi: 10.1016/S0252-9602(17)30065-6

• Articles • Previous Articles

ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

Guangjun SHEN¹, Xiuwei YIN¹, Litan YAN²

1. Department of Mathematics, Anhui Normal University, Wuhu 241000, China;
2. Department of Mathematics, Donghua University, Shanghai 201620, China

Received:2017-01-25 Online:2017-08-25 Published:2017-08-25
About author:Guangjun SHEN,E-mail:gjshen@163.com;Xiuwei YIN,xweiyin@163.com;Litan YAN,E-mail:litanyan@dhu.edu.cn

Abstract

Guangjun SHEN, Xiuwei YIN, Litan YAN. ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION[J].Acta mathematica scientia,Series B, 2017, 37(4): 1173-1176.

[1]	Qiaojing LIU, Yaqian LV, Baobin WANG. AN EXPONENTIAL NON-UNIFORM BERRY-ESSEEN BOUND OF SOME TIME INHOMOGENEOUS DIFFUSION PROCESS [J]. Acta mathematica scientia,Series B, 2025, 45(5): 1879-1890.
[2]	Yong CHEN, Hongjuan ZHOU. PARAMETER ESTIMATION FOR AN ORNSTEIN-UHLENBECK PROCESS DRIVEN BY A GENERAL GAUSSIAN NOISE [J]. Acta mathematica scientia,Series B, 2021, 41(2): 573-595.
[3]	Guangjun SHEN, Qian YU, Zheng TANG. THE LEAST SQUARES ESTIMATOR FOR AN ORNSTEIN-UHLENBECK PROCESS DRIVEN BY A HERMITE PROCESS WITH A PERIODIC MEAN [J]. Acta mathematica scientia,Series B, 2021, 41(2): 517-534.
[4]	Khalifa ES-SEBAIY, Fares ALAZEMI, Mishari AL-FORAIH. LEAST SQUARES TYPE ESTIMATION FOR DISCRETELY OBSERVED NON-ERGODIC GAUSSIAN ORNSTEIN-UHLENBECK PROCESSES [J]. Acta mathematica scientia,Series B, 2019, 39(4): 989-1002.
[5]	Panpan REN, Jiang-Lun WU. LEAST SQUARES ESTIMATOR FOR PATH-DEPENDENT MCKEAN-VLASOV SDES VIA DISCRETE-TIME OBSERVATIONS [J]. Acta mathematica scientia,Series B, 2019, 39(3): 691-716.
[6]	Jingjun GUO, Chujin LI. ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNATEIN-UHLENBECK PROCESSES [J]. Acta mathematica scientia,Series B, 2017, 37(2): 316-328.
[7]	Guangjun SHEN, Xiuwei YIN, Litan YAN. LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION [J]. Acta mathematica scientia,Series B, 2016, 36(2): 394-408.
[8]	GAO Fu-Qing, JIANG Hui, WANG Bao-Bin. MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS [J]. Acta mathematica scientia,Series B, 2010, 30(4): 1125-1133.
[9]	HU Yao-Zhong, LONG Gong-Wei. ON THE SINGULARITY OF LEAST SQUARES ESTIMATOR FOR MEAN-REVERTING α-STABLE MOTIONS [J]. Acta mathematica scientia,Series B, 2009, 29(3): 599-608.
[10]	Ye Jun. QUASI-STATIONARY DISTRIBUTIONS FOR THE RADIAL ORNSTEIN-UHLENBECK PROCESSES [J]. Acta mathematica scientia,Series B, 2008, 28(3): 513-522.
[11]	Lin Zhengyan. ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS [J]. Acta mathematica scientia,Series B, 1996, 16(S1): 85-91.

ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

PDF (PC)

Abstract

Cite this article

share this article

References

Related Articles 11

Metrics

Comments

Recommended 0