Pages that link to "Item:Q979450"
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The following pages link to On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (Q979450):
Displaying 13 items.
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- On parameter estimation for critical affine processes (Q1951130) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362) (← links)
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
- Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- Parameter estimation for a subcritical affine two factor model (Q2454021) (← links)
- Parameters estimation for RL electrical circuits based on least square and Bayesian approach (Q2970602) (← links)
- ON SINGULAR STATIONARITY II (TIGHT STATIONARITY AND EXTENDERS-BASED METHODS) (Q4628684) (← links)
- Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022) (← links)
