Pages that link to "Item:Q1951803"
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The following pages link to Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803):
Displaying 9 items.
- On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Undamped harmonic oscillator driven by additive Gaussian white noise: a statistical analysis (Q2787471) (← links)
- Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method (Q2865264) (← links)
- Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms (Q4882773) (← links)
- Stochastic distribution synchronization and pinning control for complex heterogeneous dynamical networks (Q6563489) (← links)
