Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 1112.3777 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Drift parameter estimation in fractional diffusions driven by perturbed random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in models driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of MLE for partially observed fractional diffusion system / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ten Lectures on Wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate discrete-time schemes for statistics of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximnm contrast estimation for diffusion processes from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: LAN property for ergodic diffusions with discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for fractional Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic variations and estimation of the local Hölder index of a Gaussian process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On fractional Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of an Ergodic Diffusion from Discrete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of the fractional Ornstein--Uhlenbeck type process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum Contrast Estimation for Fractional Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4917421 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for diffusion processes from discrete observation / rank
 
Normal rank

Latest revision as of 17:57, 9 July 2024

scientific article
Language Label Description Also known as
English
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
scientific article

    Statements

    Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (English)
    0 references
    0 references
    0 references
    27 February 2015
    0 references
    0 references
    0 references
    0 references

    Identifiers