Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations (Q2841792): Difference between revisions

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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Estimation of the coefficients of a diffusion from discrete observations
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Central limit theorems for quadratic forms in random variables having long-range dependence
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+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
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