| ABSTRACT | 第5页 |
| 中文摘要 | 第6-8页 |
| Chapter 1 Preliminaries | 第8-12页 |
| 1.1 WfBm and the derivative for intersection local time | 第8-10页 |
| 1.2 Parameter estimation for the non-ergodic 0-U process driven by wfBm | 第10-12页 |
| Chapter 2 Derivative for the intersection local time of wfBms | 第12-44页 |
| 2.1 Introduction | 第12-14页 |
| 2.2 Existence and Holder continuity of the derivative for the intersectionlocal time | 第14-30页 |
| 2.3 The hybrid quadratic covariation, case b_1<0 | 第30-44页 |
| Chapter 3 Parameter estimation for the non-ergodic O-U process driv-en by wfBm | 第44-56页 |
| 3.1 Introduction | 第44-45页 |
| 3.2 Main Lemmas | 第45-48页 |
| 3.3 Strong consistency of the estimators | 第48-50页 |
| 3.4 Rate consistency of the estimators | 第50-56页 |
| References | 第56-60页 |
| 致谢 | 第60-61页 |
| Published and completed papers during the study for master degree | 第61页 |
