【摘 要】
：
We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dYs =(κ∑j=1μjφj(s)-βYs)ds + dZqs,H,driven by the Hermite process
【机 构】
：
Department of Mathematics, Anhui Normal University, Wuhu 241000, China;School of Statistics, East Ch
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We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dYs =(κ∑j=1μjφj(s)-βYs)ds + dZqs,H,driven by the Hermite process Zqs,H with order q ≥ 1 and a Hurst index H ∈ (1/2,1),where the periodic functions φj (s),j =1,...,κ are bounded,and the real numbers μj,j =1,...,κ together with β ＞ 0 are unknown parameters.We establish the consistency of a least squares estimation and obtain the asymptotic behavior for the estimator.We also introduce alternative estimators,which can be looked upon as an application of the least squares estimator.In terms of the fractional Ornstein-Uhlenbeck processes with periodic mean,our work can be regarded as its non-Gaussian extension.
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