Acta mathematica scientia,Series B ›› 2017, Vol. 37 ›› Issue (4): 1173-1176.doi: 10.1016/S0252-9602(17)30065-6

• Articles • Previous Articles    

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

Guangjun SHEN1, Xiuwei YIN1, Litan YAN2   

  1. 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

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

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