Pages that link to "Item:Q1767492"
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The following pages link to Fractional {O}rnstein-{U}hlenbeck processes (Q1767492):
Displaying 50 items.
- Slow-fast systems with fractional environment and dynamics (Q2090612) (← links)
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process (Q2116486) (← links)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)
- Fourth moment bound and stationary Gaussian processes with positive correlation (Q2126029) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Pathwise least-squares estimator for linear SPDEs with additive fractional noise (Q2136653) (← links)
- Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system (Q2137624) (← links)
- Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)
- Ornstein-Uhlenbeck process with fluctuating damping (Q2148214) (← links)
- The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
- On a stochastic neuronal model integrating correlated inputs (Q2160831) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333) (← links)
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
- An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) (← links)
- Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
- Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation (Q2218146) (← links)
- On a generalized stochastic Burgers' equation perturbed by Volterra noise (Q2236051) (← links)
- Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion (Q2244561) (← links)
- Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
- Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279) (← links)
- Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
- Note on AR(1)-characterisation of stationary processes and model fitting (Q2326539) (← links)
- Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion (Q2328570) (← links)
- Nonparametric estimation in fractional SDE (Q2330959) (← links)
- Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Issues with the Smith-Wilson method (Q2374100) (← links)
- Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
- On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)
- Sample path properties of bifractional Brownian motion (Q2469664) (← links)
- Free Ornstein--Uhlenbeck processes (Q2497391) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
- Equivalence of Volterra processes. (Q2574600) (← links)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- Super- and subdiffusive positions in fractional Klein-Kramers equations (Q2668314) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- Generalized fractional Lévy processes with fractional Brownian motion limit (Q2786429) (← links)
