摘要：We consider a one-dimensional linear stochastic differential equation defined as d X t = θ X t d t + ε d B t H , X 0 = x 0 , with θ the unknown drift parameter, where { B t H , 0 ≤ t ≤ T } is a fractional Brownian motion with ε > 0 . The consistency and the asymptotic distribution of the minimum Skorohod distance estimator θ ε ∗ of θ based on the observation { X t , 0 ≤ t ≤ T } is studied as T → + ∞ .
