Pages that link to "Item:Q1767492"

The following pages link to Fractional {O}rnstein-{U}hlenbeck processes (Q1767492):

Displaying 50 items.

• On fractional Ornstein-Uhlenbeck processes (Q2787466) (← links)
• On estimation of the extended Orey index for Gaussian processes (Q2803998) (← 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)
• Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
• Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
• Long-memory Gaussian processes governed by generalized Fokker-Planck equations (Q3121504) (← links)
• Functional limit theorems for power series with rapid decay of moving averages of Hermite processes (Q3384680) (← links)
• (Q4022208) (← links)
• Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
• Volatility is rough (Q4554473) (← links)
• Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• Bifurcation dynamics of the tempered fractional Langevin equation (Q4601350) (← links)
• Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility (Q4607044) (← links)
• Normal convergence using Malliavin calculus with applications and examples (Q4639174) (← links)
• Minimum Contrast Estimation for Fractional Diffusions (Q4677117) (← links)
• Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
• Estimation of the Hurst parameter in some fractional processes (Q4922651) (← links)
• (Q4972749) (← links)
• (Q4999837) (← links)
• Asymptotic theory for the detection of mixing in anomalous diffusion (Q5000210) (← links)
• Discriminating Gaussian processes via quadratic form statistics (Q5000843) (← links)
• Pricing under rough volatility (Q5001177) (← links)
• Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes (Q5002179) (← links)
• Fractional stochastic volatility correction to CEV implied volatility (Q5014189) (← links)
• Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes (Q5014246) (← links)
• Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application (Q5086710) (← links)
• Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations (Q5087044) (← links)
• The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (Q5094465) (← links)
• A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
• Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
• Analysis of the Rosenblatt process (Q5190284) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• On the wavelet-based simulation of anomalous diffusion (Q5219934) (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
• A multifractal model for the velocity gradient dynamics in turbulent flows (Q5226393) (← links)
• Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay (Q5230205) (← links)
• Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217) (← links)
• HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
• Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations (Q5240317) (← links)
• Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964) (← links)
• Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
• Non parametric estimation for fractional diffusion processes with random effects (Q5384666) (← links)
• On the exponential process associated with a CARMA-type process (Q5410808) (← links)
• The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855) (← links)
• Small ball probabilities for stable convolutions (Q5429607) (← links)
• On the Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)