Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296): Difference between revisions

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+W3119684812
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+.05096
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
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+Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
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+Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
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+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
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+Analysis on Gaussian Spaces
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
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+Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
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+Parameter estimation in fractional diffusion models
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+Ergodic properties of anomalous diffusion processes
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+Estimates for domains of local invertibility of diffeomorphisms
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+A general drift estimation procedure for stochastic differential equations with additive fractional noise
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+Statistical aspects of the fractional stochastic calculus
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