This paper proposes consistent and asymptotically Gaussian estimators for the parameters <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\lambda , \sigma $$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$H$$</EquationSource> </InlineEquation> of the discretely observed fractional Ornstein–Uhlenbeck process solution of the stochastic differential equation <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$d Y_t=-\lambda Y_t dt + \sigma d W_t^H$$</EquationSource> </InlineEquation>, where <InlineEquation ID="IEq4"> <EquationSource...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>

The aim of this article is to show a simple way to construct asymptotic minimax lower bounds for risks based on different types of quadratic loss functions in semiparametric inference problems. For the sake of clarity, we consider the simple case of the state estimation of a dynamical system...

The aim of this article is to show a simple way to construct asymptotic minimax lower bounds for risks based on different types of quadratic loss functions in semiparametric inference problems. For the sake of clarity, we consider the simple case of the state estimation of a dynamical system...

Several studies show that teachers make use of grading practices to affect students' effort and achievement. Generally linearity is assumed in the grading equation, while it is everyone's experience that grading practices are frequently non-linear. Representing grading practices as linear can be...

We examine messages posted by Italian users on the social networking service Twitter to investigate idiosyncratic shocks of happiness. Contrary to questionnaires, analyzing social media allows to nowcast happiness in real-time, including mapping its fluctuation due to the occurrence of...