Pages that link to "Item:Q5222190"
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The following pages link to Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190):
Displaying 16 items.
- Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
- Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
- Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
- Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
- Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind (Q2062455) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101) (← links)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
- Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← 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)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
- Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
- Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes (Q6051212) (← links)
- Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)
