Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
Statistics Theory
2025-11-25 v1 Probability
Statistics Theory
Abstract
We investigate the asymptotic properties of the minimum -norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a Hermite process.
Keywords
Cite
@article{arxiv.2511.17951,
title = {Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process},
author = {B. L. S. Prakasa Rao},
journal= {arXiv preprint arXiv:2511.17951},
year = {2025}
}