Pages that link to "Item:Q2682955"
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The following pages link to Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955):
Displaying 8 items.
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)
- On the optimal forecast with the fractional Brownian motion (Q6546321) (← links)
- Signature-based validation of real-world economic scenarios (Q6556606) (← links)
- Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (Q6579429) (← links)
- Statistical inference for rough volatility: central limit theorems (Q6591582) (← links)
- Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)
