collaborators

1 paper

math.PR2026

Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)

Fares Alazemi, Abdulaziz Alsenafi, Yong Chen +1

We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional B…