Pages that link to "Item:Q510223"

The following pages link to Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process (Q510223):

Displaying 9 items.

• How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
• Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
• Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter (Q4368651) (← links)
• Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process (Q6585928) (← links)
• Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)