2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.ST2017
Controlled Mean-Reverting Estimation for The AR(1) Model with Stationary Gaussian Noise
Chunhao Cai
This paper deals with the maximum likelihood estimator for the mean-reverting parameter of a first order autoregressive models with exogenous variables, which are stationary Gaussi…
math.ST2009★ 2 cited
Exact maximum likelihood estimators for drift fractional Brownian motions
Hu Yaozhong, Xiao Weilin, Zhang Weiguo
This paper deals with the problems of consistence and strong consistence of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions obse…