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

Guangjun SHEN; Xiuwei YIN; Litan YAN

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

Acta mathematica scientia, Series B >

2017 , Vol. 37 >Issue 4: 1173 - 1176

DOI: https://doi.org/10.1016/S0252-9602(17)30065-6

Articles

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

Guangjun SHEN ,
Xiuwei YIN ,
Litan YAN

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

Guangjun SHEN,E-mail:gjshen@163.com;Xiuwei YIN,xweiyin@163.com;Litan YAN,E-mail:litanyan@dhu.edu.cn

Received date: 2017-01-25

Online published: 2017-08-25

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Abstract

We give a correction of Theorem 2.2 of Shen, Yin and Yan (2016).

Key words： weighted fractional Brownian motion; least squares estimator; Ornstein-Uhlenbeck process

Cite this article

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 . DOI: 10.1016/S0252-9602(17)30065-6

References

[1] Es-Sebaiy K, Nourdin I. Parameter estimation for α fractional bridges. Springer Proc Math Statist, 2013, 34:385-412
[2] Hu Y, Nualart D. Parameter estimation for fractional Ornstein-Uhlenbeck process. Stat Probab Lett, 2010, 80:1030-1038
[3] Shen G, Yin X, Yan L. Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. Acta Math Sci, 2016, 36B(2):394-408
[4] Young L C. An inequality of the Hölder type connected with Stieltjes integration. Acta Math, 1936, 67:251-282

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