Pages that link to "Item:Q2254753"

The following pages link to Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753):

Displaying 32 items.

• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
• Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277) (← links)
• Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets (Q1416416) (← links)
• Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139) (← links)
• Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
• Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
• Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (Q2061505) (← links)
• Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
• Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
• The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362) (← links)
• Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process (Q2189619) (← 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 fractional Lévy processes from discrete observations (Q2338242) (← links)
• Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (Q2430996) (← links)
• Undamped harmonic oscillator driven by additive Gaussian white noise: a statistical analysis (Q2787471) (← links)
• Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift (Q2804549) (← links)
• Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case (Q2896625) (← links)
• Parameter estimation for some non-recurrent solutions of SDE (Q4454294) (← links)
• Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
• Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414) (← links)
• Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) (← links)
• Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022) (← links)
• Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
• (Q5455125) (← links)
• Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
• Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138) (← links)
• Parameter estimation for generalized Ait-Sahalia-type interest rate model (Q6171889) (← links)
• Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)