Hypothesis testing of the drift parameter sign for fractional Ornstein–Uhlenbeck process

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Bibliographic Details
Published in:Electronic journal of statistics 2017-01, Vol.11 (1)
Main Authors: Kukush, Alexander, Mishura, Yuliya, Ralchenko, Kostiantyn
Format: Article
Language:English
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ISSN:1935-7524
1935-7524
DOI:10.1214/17-EJS1237