Pages that link to "Item:Q4618064"
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The following pages link to Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064):
Displaying 13 items.
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process (Q1862204) (← links)
- Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266) (← links)
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
- Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations (Q5240317) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion (Q5742554) (← links)
- Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects (Q6107553) (← links)
- Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)
