{"ID":2838208,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.17951","arxiv_id":"2511.17951","title":"Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process","abstract":"We investigate the asymptotic properties of the minimum $L_1$-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a Hermite process.","short_abstract":"We investigate the asymptotic properties of the minimum $L_1$-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a Hermite process.","url_abs":"https://arxiv.org/abs/2511.17951","url_pdf":"https://arxiv.org/pdf/2511.17951v1","authors":"[\"B. L. S. Prakasa Rao\"]","published":"2025-11-22T07:28:47Z","proceeding":"math.ST","tasks":"[\"math.ST\",\"math.PR\"]","methods":"[]","has_code":false}