Pages that link to "Item:Q2199706"
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The following pages link to Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706):
Displaying 10 items.
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes (Q2107585) (← links)
- Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process (Q2497799) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- Deviation properties for linear self-attracting diffusion process and applications (Q5038982) (← links)
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications (Q5085215) (← links)
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
- Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion (Q6606017) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)