Pages that link to "Item:Q4261285"

The following pages link to Large deviations in estimation of an Ornstein-Uhlenbeck model (Q4261285):

Displaying 49 items.

• Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405) (← links)
• Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
• A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
• Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228) (← links)
• Large deviations for the Ornstein-Uhlenbeck process without tears (Q511547) (← links)
• Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
• Large and moderate deviations in testing time inhomogeneous diffusions (Q546101) (← links)
• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
• Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
• On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
• Large deviations for parameter estimators of some time inhomogeneous diffusion process (Q644655) (← links)
• Large deviations for parameter estimators of \(\alpha\)-Brownian bridge (Q651073) (← links)
• Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (Q708780) (← links)
• Asymptotic arbitrage and large deviations (Q941014) (← links)
• Moderate deviations for squared radial Ornstein-Uhlenbeck process (Q1026335) (← links)
• Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
• Large-deviation inequalities for parameter estimators in stochastic systems (Q1905132) (← links)
• Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
• A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes (Q2173361) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) (← links)
• Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122) (← links)
• Asymptotic exponential arbitrage in the Schwartz commodity futures model (Q2330297) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process (Q2497799) (← links)
• Large deviations for squared radial Ornstein-Uhlenbeck processes. (Q2574517) (← links)
• Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
• Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift (Q2804549) (← links)
• Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356) (← links)
• A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market (Q2909820) (← links)
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
• (Q3428993) (← links)
• Large deviations for the Ornstein-Uhlenbeck process with shift (Q3450514) (← links)
• Asymptotic expansions and large deviations in estimation of an Ornstein-Uhlenbeck model (Q4223865) (← links)
• Large deviations for the stochastic predator–prey model with nonlinear functional response (Q4684868) (← links)
• Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift (Q4903037) (← links)
• Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
• Deviation properties for linear self-attracting diffusion process and applications (Q5038982) (← links)
• Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
• Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process (Q5418892) (← links)
• Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production (Q5886949) (← links)
• Large and moderate deviations upper bounds for the Gaussian autoregressive process (Q5934105) (← links)
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (Q5951996) (← links)
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
• Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138) (← links)
• Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)
• An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process (Q6617603) (← links)