{"paper":{"title":"Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H\\in (0,\\frac12)$","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","headline":"","cross_cats":["math.PR","stat.TH"],"primary_cat":"math.ST","authors_text":"Xiangmeng Gu, Ying Li, Yong Chen","submitted_at":"2021-11-30T11:12:39Z","abstract_excerpt":"In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\\, s)=\\mathbb{E}[G_t G_s]$ can be decomposed into two parts, one of which coincides with that of fractional Brownian motion and the other is bounded by $(ts)^{H-1}$ with $H\\in (\\frac12,\\,1)$, up to a constant factor.\n  In this paper, we investigate the same problem but with the assumption of $H\\in (0,\\,\\frac12)$. It is well known that there is a signi"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2111.15292","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2111.15292/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}