Pages that link to "Item:Q2762606"

The following pages link to Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (Q2762606):

Displaying 26 items.

• Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016) (← links)
• LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
• Modeling financial time series through second-order stochastic differential equations (Q952860) (← links)
• Change of spatiotemporal scale in dynamic models (Q1659061) (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
• Diffusion process with evolution and its parameter estimation (Q2215848) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
• Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris dispersion (Q2670225) (← links)
• Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
• Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent (Q2701807) (← links)
• Nonparametric estimation of second-order stochastic differential equations (Q2886970) (← links)
• Parameter estimation by contrast minimization for noisy observations of a diffusion process (Q2934864) (← links)
• Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (Q3077792) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• (Q3305226) (← links)
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
• Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
• Asymptotics for the<i>L^p</i>-deviation of the variance estimator under diffusion (Q4671812) (← links)
• Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels (Q5265876) (← links)
• Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)
• Strong consistency of nonparametric kernel estimators for integrated diffusion process (Q6541114) (← links)
• Strong consistency estimators of the Brennan-Schwartz diffusion process based on martingales approach (Q6543989) (← links)
• Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)