Pages that link to "Item:Q973190"

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

Displaying 50 items.

• Nonparametric estimation for small fractional diffusion processes with random effects (Q4964392) (← links)
• Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
• Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions (Q5038286) (← 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)
• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications (Q5085215) (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
• Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
• Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application (Q5086710) (← links)
• Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042) (← links)
• Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations (Q5087044) (← links)
• Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes (Q5133898) (← links)
• Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion (Q5170137) (← 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)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← 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)
• 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 non-standard drift parameter estimators in the models involving fractional Brownian motion (Q5351664) (← links)
• (Q5358324) (← links)
• Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise (Q5369219) (← 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)
• Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622) (← links)
• Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← 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)
• Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)
• Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
• Parameter estimation for Vasicek model driven by a general Gaussian noise (Q6106256) (← links)
• Parameter estimation for a discrete time model driven by fractional Poisson process (Q6107524) (← links)
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
• Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)
• Calibrating fractional Vasicek model (Q6169355) (← links)
• Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)
• On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE (Q6493984) (← links)
• Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion (Q6541092) (← links)
• Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)
• Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (Q6579429) (← links)
• Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion (Q6596378) (← 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)
• On Lamperti transformation and AR(1) type characterisations of discrete random fields (Q6633977) (← links)
• Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise (Q6635300) (← links)
• Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)