Abstract
We deal with the least squares estimator for the drift parameters of an Ornstein-Uhlenbeck process with periodic mean function driven by fractional Levy process. For this estimator, we obtain consistency and the asymptotic distribution. Compared with fractional Ornstein-Uhlenbeck and Ornstein-Uhlenbeck driven by Levy process, they can be regarded both as a Levy generalization of fractional Brownian motion and a fractional generalization of Levy process.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
