Pages that link to "Item:Q528158"

The following pages link to Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158):

Displaying 18 items.

• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
• Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
• Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process (Q2114279) (← links)
• A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
• Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
• Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
• Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (Q2656071) (← links)
• A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
• Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
• Statistical Korovkin Theory for Multivariate Stochastic Processes (Q3580104) (← links)
• A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
• Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
• (Q5346030) (← links)
• Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)
• Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)