3 citations · 3 across the 2 of their papers we have counts for
3 papers
math.ST2020
Least Squares Estimator for Vasicek Model Driven by Sub-fractional Brownian Processes from Discrete Observations
Cuiyun Zhang, Jingjun Guo, Aiqin Ma +1
We study the parameter estimation problem of Vasicek Model driven by sub-fractional Brownian processes from discrete observations, and let {S_t^H,t>=0} denote a sub-fractional Brow…
math.PR2018
Higher-order Derivative Local Time for Fractional Ornstein-Uhlenbeck Processes
Jingjun Guo, Yanping Xiao
In this article, existence of the -th order derivatives of local time is considered for two d-dimensional fractional Ornstein-Uhlenbeck processes $X^{H_1…
math.PR2017★ 3 cited
Higher-order derivative of intersection local time for two independent fractional Brownian motions
Jingjun Guo, Yaozhong Hu, Yanping Xiao
In this article, we obtain sharp conditions for the existence of the high order derivatives (-th order) of intersection local time of two independent d-dim…