Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190): Difference between revisions

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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Integral transformations and anticipative calculus for fractional Brownian motions
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+Q3462062
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+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Statistical inference for ergodic diffusion processes.
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+Q4522401
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+The Malliavin Calculus and Related Topics
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+Central limit theorems for multiple stochastic integrals and Malliavin calculus
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+Central limit theorems for sequences of multiple stochastic integrals
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+Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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+On a Generalization of a Stochastic Integral
@@ Property / cites work: On a Generalization of a Stochastic Integral / rank @@
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+Publication:973190