Yanping Lu | DeepAI

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research

∙ 08/03/2022

Moment estimator for an AR(1) model with non-zero mean driven by a long memory Gaussian noise

In this paper, we consider an inference problem for the first order auto...

0 Yanping Lu, et al. ∙

research

∙ 07/27/2022

Parameter estimation of non-ergodic Ornstein-Uhlenbeck

In this paper, we consider the statistical inference of the drift parame...

0 Yanping Lu, et al. ∙