Pages that link to "Item:Q1710139"

The following pages link to Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139):

Displaying 8 items.

• Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion (Q320546) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
• Parameter estimation for \(\alpha\)-weighted fractional bridge with discrete observations (Q2824065) (← links)
• Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise (Q5369219) (← links)
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)