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Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes

Multivariate Stochastic VolatilityEngineeringStochastic ProcessesGaussian ProcessGaussian AnalysisEstimation TheoryNon-ergodic Ornstein–uhlenbeck ProcessesStatisticsGaussian ProcessesLeast SquaresStochastic Modeling