Pages that link to "Item:Q1738407"

The following pages link to Asymptotic theory for rough fractional Vasicek models (Q1738407):

Displaying 9 items.

• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• A delayed avian influenza model with avian slaughter: stability analysis and optimal control (Q2162083) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)