ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

doi:10.1016/S0252-9602(17)30065-6

数学物理学报(英文版) ›› 2017, Vol. 37 ›› Issue (4): 1173-1176.doi: 10.1016/S0252-9602(17)30065-6

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ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

申广君¹, 尹修伟¹, 闫理坦²

1. Department of Mathematics, Anhui Normal University, Wuhu 241000, China;
2. Department of Mathematics, Donghua University, Shanghai 201620, China

收稿日期:2017-01-25 出版日期:2017-08-25 发布日期:2017-08-25
作者简介:Guangjun SHEN,E-mail:gjshen@163.com;Xiuwei YIN,xweiyin@163.com;Litan YAN,E-mail:litanyan@dhu.edu.cn

ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

Guangjun SHEN¹, Xiuwei YIN¹, Litan YAN²

1. Department of Mathematics, Anhui Normal University, Wuhu 241000, China;
2. Department of Mathematics, Donghua University, Shanghai 201620, China

Received:2017-01-25 Online:2017-08-25 Published:2017-08-25
About author:Guangjun SHEN,E-mail:gjshen@163.com;Xiuwei YIN,xweiyin@163.com;Litan YAN,E-mail:litanyan@dhu.edu.cn

摘要/Abstract

摘要：

We give a correction of Theorem 2.2 of Shen, Yin and Yan (2016).

关键词: weighted fractional Brownian motion, least squares estimator, Ornstein-Uhlenbeck process

Abstract:

We give a correction of Theorem 2.2 of Shen, Yin and Yan (2016).

Key words: weighted fractional Brownian motion, least squares estimator, Ornstein-Uhlenbeck process

申广君, 尹修伟, 闫理坦. ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION[J]. 数学物理学报(英文版), 2017, 37(4): 1173-1176.

Guangjun SHEN, Xiuwei YIN, Litan YAN. ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION[J]. Acta mathematica scientia,Series B, 2017, 37(4): 1173-1176.

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[2]	申广君, 尹修伟, 闫理坦. LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION[J]. 数学物理学报(英文版), 2016, 36(2): 394-408.
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[6]	林正炎. ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS[J]. 数学物理学报(英文版), 1996, 16(S1): 85-91.

ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

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