Pages that link to "Item:Q1126154"
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The following pages link to Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes (Q1126154):
Displaying 16 items.
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- Convergence of random step lines to Ornstein-Uhlenbeck-type processes (Q1286603) (← links)
- The distribution of estimates of parameters of multidimensional stationary AR processes (Q1324380) (← links)
- New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277) (← links)
- Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241) (← links)
- Functionals of complex Ornstein-Uhlenbeck processes. (Q1962940) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Estimation of the mean of Ornstein-Uhlenbeck processes and sheets (Q2765702) (← links)
- Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (Q3077792) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields (Q3562446) (← links)
- Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation (Q5043789) (← links)
- Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)