Pages that link to "Item:Q2059103"

The following pages link to Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103):

Displaying 11 items.

• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
• A bivariate homogeneous stochastic Vasicek diffusion process (Q2827623) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
• Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
• Parameter estimation for Vasicek model driven by a general Gaussian noise (Q6106256) (← links)
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)