Pages that link to "Item:Q1862204"

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

Displaying 47 items.

• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion (Q4681137) (← links)
• (Q4684388) (← links)
• Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
• Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
• Nonparametric estimation for small fractional diffusion processes with random effects (Q4964392) (← links)
• (Q4981676) (← links)
• Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391) (← links)
• Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) (← links)
• Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (Q5078518) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (Q5085211) (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
• Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447) (← links)
• Parameter estimation of stochastic differential equation driven by small fractional noise (Q5095847) (← links)
• Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes (Q5133898) (← links)
• Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (Q5139776) (← links)
• Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion (Q5170137) (← links)
• Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
• Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes (Q5198944) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
• Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964) (← links)
• On drift parameter estimation in models with fractional Brownian motion (Q5263966) (← links)
• Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
• ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (Q5320884) (← links)
• Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852) (← links)
• ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion (Q5324860) (← links)
• Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion (Q5351664) (← links)
• Non parametric estimation for fractional diffusion processes with random effects (Q5384666) (← links)
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
• Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion (Q5430132) (← links)
• Estimation for Translation of a Process Driven by Fractional Brownian Motion (Q5707908) (← links)
• Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484) (← links)
• Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes (Q6051212) (← links)
• Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)
• Extinction and strong persistence in the Beddington–DeAngelis predator–prey random model (Q6152742) (← links)
• Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
• Calibrating fractional Vasicek model (Q6169355) (← links)
• Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)
• Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion (Q6596378) (← links)
• Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)
• Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)
• Local linear estimator for fractional diffusions (Q6607322) (← links)
• Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)