Pages that link to "Item:Q2807637"
From MaRDI portal
The following pages link to Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637):
Displaying 8 items.
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case (Q2896625) (← links)
- Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes (Q2922895) (← links)
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
- (Q5358324) (← links)