Pages that link to "Item:Q1092577"

The following pages link to On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes) (Q1092577):

Displaying 9 items.

• On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
• Maximum likelihood estimators of parameters of multidimensional stationary Gaussian AR processes (Q1323603) (← links)
• The distribution of estimates of parameters of multidimensional stationary AR processes (Q1324380) (← links)
• Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces (Q2014309) (← links)
• On long term investment optimality (Q2318095) (← links)
• (Q3809085) (← links)
• A Cameron-Martin type formula for general Gaussian processes--a filtering approach (Q4542934) (← links)
• Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions (Q5744778) (← links)
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets (Q5948832) (← links)