Least squares estimation for ornstein-uhlenbeck processes driven by the weighted fractional brownian motion

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

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An inequality of the Hölder type, connected with Stieltjes integration

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Engineering, Mathematics, Physics +11

Integration questions related to fractional Brownian motion

Vladas Pipiras, Murad S. Taqqu · Probability Theory and Related Fields · 2000 · 377 citations · Full text

Engineering, Physics, Probability Theory +12

Parameter estimation for fractional Ornstein–Uhlenbeck processes

Yaozhong Hu, David Nualart · Statistics & Probability Letters · 2010 · 304 citations

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