The following pages link to (Q5358324):
Displaying 17 items.
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process (Q1332879) (← links)
- An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (Q1631125) (← links)
- Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices (Q1712624) (← links)
- Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (Q1931356) (← links)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)
- Guaranteed estimation of parameters in generalized Paul Samuelson model (Q2850857) (← links)
- Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case (Q2896625) (← links)
- Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes (Q2922895) (← links)
- (Q3580326) (← links)
- (Q4011495) (← links)
- (Q4566179) (← links)
- (Q4981676) (← links)
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (Q5379908) (← links)
- (Q5753411) (← links)
