南京航空航天大学主页平台管理系统 yuqian--Home-- Parameter estimation for Hermite Ornstein-Uhlenbeck processes with periodic mean

余迁Associate Professor

余迁，南京航空航天大学特聘副研究员，硕士生导师。博士毕业于华东师范大学，专业为统计学，研究方向为随机分析及其应用。目前的研究兴趣是极限理论和统计推断等内容。主持国家自然科学基金项目1项、江苏省自然科学基金项目1项。在《Stochastic Processes and their Applications》、《Journal of Theoretical Probability》、《Journal of Mathematical Physics》、《Acta Mathematica Sinica》等国内外期刊发表学术论文20余篇...Detials

Recommended MA Supervisor

Paper Publications Current position: Home > Scientific Research > Paper Publications

Parameter estimation for Hermite Ornstein-Uhlenbeck processes with periodic mean

Release time:2021-10-07 Hits:

Journal:Acta Mathematica Scientia
Volume:41
Issue:2
Page Number:517-534
Translation or Not:no
Included Journals:SCIE
Correspondence Author:Guangjun Shen, Qian Yu, Zheng Tang
Date of Publication:2021-04-01

Pre One: Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations

Next One: Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter