Pages that link to "Item:Q973190"

The following pages link to Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190):

Displaying 50 items.

• 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)
• Complex Wiener-Itô chaos decomposition revisited (Q2153086) (← 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)
• A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← 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)
• Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← 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)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← 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)
• Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← 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)
• Nonparametric estimation of the trend in reflected fractional SDE (Q2288811) (← links)
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
• Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes (Q2312765) (← links)
• Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality (Q2316568) (← links)
• Nonparametric estimation in fractional SDE (Q2330959) (← 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)
• Convergence of densities of some functionals of Gaussian processes (Q2444422) (← 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)
• Parameter estimation for fractional diffusion process with discrete observations (Q2631908) (← links)
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← 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)
• Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations (Q2841792) (← 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)
• Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes (Q2922895) (← 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)
• Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
• (Q3428993) (← links)
• Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)