Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index $H\in (0,\frac{1}{2})$

Kestutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko +1

We consider Langevin equation involving fractional Brownian motion with Hurst index $H\in (0,\frac{1}{2})$. Its solution is the fractional Ornstein-Uhlenbeck process and with unknown dr…