Pages that link to "Item:Q2337822"

The following pages link to Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822):

Displaying 12 items.

• Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
• Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
• Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
• Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
• Maximum Likelihood Estimation of the Non-Parametric FRF for Pulse-Like Excitations (Q2980468) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)