Pages that link to "Item:Q2833699"
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The following pages link to On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes (Q2833699):
Displaying 16 items.
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations (Q2244439) (← links)
- A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes (Q2804409) (← links)
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
- Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes (Q5078388) (← links)
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
- Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process (Q5225416) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
- Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
- Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783) (← links)
- Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)