Pages that link to "Item:Q1862204"

The following pages link to Statistical analysis of the fractional Ornstein--Uhlenbeck type process (Q1862204):

Displaying 50 items.

• Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system (Q2137624) (← links)
• Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
• AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
• Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101) (← links)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
• Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← 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)
• Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (Q2187330) (← links)
• An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
• Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
• Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
• Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
• LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
• Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
• Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes (Q2435765) (← links)
• Nonparametric inference for fractional diffusion (Q2448715) (← links)
• A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
• Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
• Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
• Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
• Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938) (← links)
• Controlled drift estimation in fractional diffusion linear systems (Q2841324) (← links)
• The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (Q2849835) (← links)
• Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356) (← links)
• Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process (Q2854346) (← links)
• Estimation of change point for switching fractional diffusion processes (Q2875276) (← links)
• Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
• Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099) (← links)
• PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE (Q3069754) (← links)
• Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
• Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process (Q3155677) (← links)
• Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188) (← links)
• Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985) (← links)
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
• Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise (Q3440809) (← links)
• About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589) (← links)
• Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064) (← links)