Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443): Difference between revisions

@@ Property / author @@
-Herold G. Dehling
@@ Property / author: Herold G. Dehling / rank @@
-Normal rank
@@ Property / author @@
+Herold G. Dehling
@@ Property / author: Herold G. Dehling / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6706867
@@ Property / zbMATH DE Number: 6706867 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Ornstein Uhlenbeck process
@@ Property / zbMATH Keywords: fractional Ornstein Uhlenbeck process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long range dependence
@@ Property / zbMATH Keywords: long range dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+periodic mean function
@@ Property / zbMATH Keywords: periodic mean function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares estimator
@@ Property / zbMATH Keywords: least squares estimator / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2224053729
@@ Property / OpenAlex ID: W2224053729 / rank @@
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@@ Property / arXiv ID @@
+.03163
@@ Property / arXiv ID: 1509.03163 / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of MLE for partially observed fractional diffusion system
+Normal rank
@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
+Normal rank
@@ Property / cites work @@
+Multiple fractional integrals
@@ Property / cites work: Multiple fractional integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet estimation in diffusions with periodicity
@@ Property / cites work: Wavelet estimation in diffusions with periodicity / rank @@
+Normal rank
@@ Property / cites work @@
+Drift estimation for a periodic mean reversion process
+Normal rank
@@ Property / cites work @@
+On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4861446
@@ Property / cites work: Q4861446 / rank @@
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@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:523443