Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H\in (0,\frac{1}{2})$

Yong Chen, Xiangmeng Gu, Ying Li

In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t{)}_{t\ge 0}$. The seco…