科研之友
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摘要
In this paper, we consider the nonergodic Ornstein-Uhlenbeck process X-0 = 0, dX(t) = theta X-t dt + dB(t)(a,b), t >= 0, driven by the weighted fractional Brownian motion B-t(a,b) with parameter a and b. Our goal is to estimate the unknown parameter theta > 0 based on the discrete observations of the process. We construct two estimators (theta) over cap (n) and (sic)theta(n) of theta and show their strong consistency and the rate consistency.
