Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238): Difference between revisions

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+Maximum-Likelihood Estimation of Parameters Subject to Restraints
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+Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean
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+Parameter estimation of Gaussian stationary processes using the generalized method of moments
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+Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
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+Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
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+Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
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+Change detection in linear regression with time series errors
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+Q3185327
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+Shrinkage strategies in some multiple multi-factor dynamical systems
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+Estimation and testing in generalized mean-reverting processes with change-point
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
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