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

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

Acta mathematica scientia,Series B ›› 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

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

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Abstract

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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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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http://121.43.60.238/sxwlxbB/EN/Y2017/V37/I4/1173

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References

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[2] Hu Y, Nualart D. Parameter estimation for fractional Ornstein-Uhlenbeck process. Stat Probab Lett, 2010, 80:1030-1038
[3] Shen G, Yin X, Yan L. Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. Acta Math Sci, 2016, 36B(2):394-408
[4] Young L C. An inequality of the Hölder type connected with Stieltjes integration. Acta Math, 1936, 67:251-282

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