paper

Minimum -norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process

arXiv:2511.17951

Abstract

We investigate the asymptotic properties of the minimum -norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a Hermite process.

Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process · wovepaper