Pages that link to "Item:Q5391297"
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The following pages link to Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes (Q5391297):
Displaying 13 items.
- Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
- Extension of some important identities in shrinkage-pretest strategies (Q379960) (← links)
- Shrinkage strategy in stratified random sample subject to measurement error (Q625026) (← links)
- Optimal method in multiple regression with structural changes (Q888480) (← links)
- Robust inference strategy in the presence of measurement error (Q962034) (← links)
- \(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation (Q1633784) (← links)
- Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
- Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- A class of Stein-rules in multivariate regression model with structural changes (Q2791830) (← links)
- The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994) (← links)
- Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852) (← links)
- Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points (Q6133723) (← links)
