Drift parameter estimation for tempered fractional Ornstein–Uhlenbeck processes based on discrete observations

The problem of estimating the drift parameter is considered for an Ornstein–Uhlenbeck-type process driven by a tempered fractional Brownian motion (tfBm) or tempered fractional Brownian motion of the second kind (tfBmII). Unlike most existing studies, which assume continuous-time observations, a mor...

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Detalhes bibliográficos

Principais autores:	Olha Prykhodko, Kostiantyn Ralchenko
Formato:	Artigo
Idioma:	Inglês
Publicado em:	VTeX 2025-11-01
Colecção:	Modern Stochastics: Theory and Applications
Assuntos:	Tempered fractional process asymptotic growth Langevin equation least squares estimator dicretization strong consistency
Acesso em linha:	https://www.vmsta.org/doi/10.15559/25-VMSTA289
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