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20062026
most citedA functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise

13 citations · 22 across the 8 of their papers we have counts for

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math.ST2015

Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean

Herold Dehling, Brice Franke, Jeannette H. C. Woerner

We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck process with periodic mean function and long range dependence. For this estimator…