Pages that link to "Item:Q1767492"

The following pages link to Fractional {O}rnstein-{U}hlenbeck processes (Q1767492):

Displaying 50 items.

• Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
• Out of sample forecasts of quadratic variation (Q299250) (← links)
• Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
• Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
• Small ball properties and representation results (Q347466) (← links)
• Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
• Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
• Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
• On the Lamperti transform of the fractional Brownian sheet (Q501525) (← links)
• Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443) (← links)
• Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
• Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
• Langevin equation with two fractional orders (Q644051) (← links)
• Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
• Ergodic properties of anomalous diffusion processes (Q719708) (← links)
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
• Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934) (← links)
• Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) (Q850730) (← links)
• Fractional integral equations and state space transforms (Q850753) (← links)
• Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
• Large deviations in testing fractional Ornstein-Uhlenbeck models (Q928961) (← links)
• Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190) (← links)
• Integrated functionals of normal and fractional processes (Q1009478) (← links)
• On the exponentials of fractional Ornstein-Uhlenbeck processes (Q1039117) (← links)
• Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494) (← links)
• Arbitrage with fractional Gaussian processes (Q1620481) (← links)
• Fractional Ornstein-Uhlenbeck noise (Q1636077) (← links)
• Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053) (← links)
• Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
• Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
• Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521) (← links)
• Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
• On optimal investment with processes of long or negative memory (Q1743336) (← links)
• Long-memory stable {O}rnstein-{U}hlenbeck processes (Q1767502) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
• On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
• The local time of the fractional Ornstein-Uhlenbeck process (Q2015425) (← links)
• Pathwise asymptotics for Volterra type stochastic volatility models (Q2031006) (← links)
• Fractionally integrated Gauss-Markov processes and applications (Q2038125) (← links)
• Limit theorems for integral functionals of Hermite-driven processes (Q2040091) (← links)
• Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
• Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity (Q2069233) (← links)