Pages that link to "Item:Q2431002"

The following pages link to Drift estimation for a periodic mean reversion process (Q2431002):

Displaying 28 items.

• Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
• On sequential estimation of the parameters of continuous-time trigonometric regression (Q315178) (← links)
• Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
• Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443) (← links)
• Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
• Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
• Parameter estimation in mean reversion processes with deterministic long-term trend (Q1658013) (← links)
• Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
• Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
• Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems (Q2040940) (← links)
• Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance (Q2115707) (← links)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
• Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238) (← links)
• Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
• Improved inference in generalized mean-reverting processes with multiple change-points (Q2414497) (← links)
• Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion (Q2437994) (← links)
• Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)
• Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process (Q2692994) (← links)
• Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
• Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
• Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (Q5085211) (← links)
• Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points (Q6133723) (← links)
• Inference in generalized exponential O-U processes with change-point (Q6155081) (← links)
• Inference in generalized exponential O-U processes (Q6190225) (← links)
• Parameter estimation for the drift of a time inhomogeneous jump diffusion process (Q6552749) (← links)
• Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion (Q6606017) (← links)