Pages that link to "Item:Q2176362"
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The following pages link to The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362):
Displaying 8 items.
- On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (Q979450) (← links)
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions (Q2070623) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← links)
- Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022) (← links)