Pages that link to "Item:Q1767492"
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The following pages link to Fractional {O}rnstein-{U}hlenbeck processes (Q1767492):
Displaying 41 items.
- Maxima of stochastic processes driven by fractional Brownian motion (Q5697200) (← links)
- Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622) (← links)
- Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment (Q5742993) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
- Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
- Rough volatility via the Lamperti transform (Q6059021) (← links)
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
- Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency (Q6067240) (← links)
- A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
- Wiener Spiral for Volatility Modeling (Q6090352) (← links)
- Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (Q6101687) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
- Landscapes of random diffusivity processes in harmonic potential (Q6140205) (← links)
- Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)
- Informative fractal dimension associated with nonmetricity in information geometry (Q6167719) (← links)
- Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)
- Calibrating fractional Vasicek model (Q6169355) (← links)
- Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)
- Optimal stable Ornstein-Uhlenbeck regression (Q6176241) (← links)
- On the (non)stationary density of fractional-driven stochastic differential equations (Q6183246) (← links)
- Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)
- APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)
- Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)
- Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data (Q6543950) (← links)
- Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein-Uhlenbeck process (Q6554578) (← links)
- Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning (Q6567626) (← links)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← links)
- Upper semicontinuity of random attractors for random differential equations with nonlinear diffusion terms. I: Finite-dimensional case (Q6589690) (← links)
- Pathwise synchronization of global coupled system with linear multiplicative rough noise (Q6592617) (← links)
- Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)
- Control and stochastic dynamic behavior of fractional Gaussian noise-excited time-delayed inverted pendulum system (Q6604215) (← links)
- On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)
- Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations (Q6630515) (← links)
- Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← 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)
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (Q6640106) (← links)
- Almost sure averaging for evolution equations driven by fractional Brownian motions (Q6649867) (← links)
- Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means (Q6660192) (← links)
