Pages that link to "Item:Q2804549"
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The following pages link to Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift (Q2804549):
Displaying 10 items.
- The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic SDE (Q1857364) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← 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)
- Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (Q6548880) (← links)
- Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal (Q6617592) (← links)
