José Igor Morlanes: Drift parameter in a Langevin type equation

We study an estimation problem of drift parameter in a Langevin type equation with fractional Ornstein-Uhlenbeck process of the second kind with Hurst parameter H>1/2 as its solution. We prove that the least squares estimator introduced in, Statist. Probab. Lett. 80, no. 11-12, 1030-1038, provides a consistent estimator. Moreover, using multiple Wiener integrals technique, we prove a central limit theorem.