Rachid Belfadli | DeepAI

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Khalifa Es-Sebaiy
9 publications
Maoudo Faramba Balde
1 publication
Fatima-Ezzahra Farah
1 publication

research

∙ 08/31/2020

Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean

Consider a periodic, mean-reverting Ornstein-Uhlenbeck process X={X_t,t≥...

0 Rachid Belfadli, et al. ∙

research

∙ 05/17/2020

Berry-Esséen bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind

In the present paper we consider the Ornstein-Uhlenbeck process of the s...

0 Maoudo Faramba Balde, et al. ∙