Pages that link to "Item:Q500864"
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The following pages link to Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864):
Displaying 20 items.
- Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053) (← links)
- Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139) (← links)
- Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind (Q2062455) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101) (← links)
- Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (Q2187330) (← links)
- Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
- Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process (Q2854346) (← links)
- Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
- Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (Q5139776) (← links)
- Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations (Q5240317) (← links)
- Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise (Q5369219) (← links)
- Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
- Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)
