Pages that link to "Item:Q2153101"
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The following pages link to Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101):
Displaying 11 items.
- On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations (Q485967) (← links)
- Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
- Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
- Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
- Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (Q6133114) (← links)
