The following pages link to (Q3169930):
Displaying 7 items.
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Classical method of moments for partially and discretely observed ergodic models (Q1778998) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
- Estimates of the even moments of certain stochastic integrals with respect to the Poisson measure of the Ornstein-Uhlenbeck jump process (Q2896624) (← links)
- Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827) (← links)