Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869): Difference between revisions

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+https://doi.org/10.1007/s11203-014-9110-9
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+W2055624606
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+Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
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+Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
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+Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling
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+Asymptotic properties of MLE for partially observed fractional diffusion system
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+Fractional {O}rnstein-{U}hlenbeck processes
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+The Invariance Principle for Stationary Processes
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+On the prediction of fractional Brownian motion
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
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+Computing the distribution of quadratic forms in normal variables
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+Parameter estimation and optimal filtering for fractional type stochastic systems
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Hypothesis testing in a fractional Ornstein-Uhlenbeck model
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+Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process
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