Pages that link to "Item:Q2023469"
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The following pages link to Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469):
Displaying 7 items.
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)
- Ornstein-Uhlenbeck type processes with heavy distribution tails (Q2863587) (← links)
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (Q5109501) (← links)