Pages that link to "Item:Q6171138"

The following pages link to Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138):

Displaying 8 items.

• Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405) (← links)
• On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
• Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
• On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
• Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) (← links)
• Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
• Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (Q2430996) (← links)