Pages that link to "Item:Q1931356"
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The following pages link to Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (Q1931356):
Displaying 28 items.
- Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
- Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
- Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior (Q2003525) (← links)
- Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind (Q2062455) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- On parameter estimation of fractional Ornstein-Uhlenbeck process (Q2090566) (← links)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
- Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
- On some maximal and integral inequalities for sub-fractional Brownian motion (Q2974042) (← links)
- Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
- Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations (Q5079190) (← links)
- Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
- Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators (Q5164677) (← links)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← 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)
- Parametric Estimation for Subordinators and Induced OU Processes (Q5430623) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- Impulsive stochastic differential equations involving Hilfer fractional derivatives (Q5877153) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
