Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653): Difference between revisions

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-.1007/s11203-019-09200-5
@@ Property / DOI: 10.1007/s11203-019-09200-5 / rank @@
-Normal rank
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+Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean
+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 @@
+Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
+Normal rank
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+Multiple stochastic integrals with dependent integrators
+Normal rank
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
+Normal rank
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
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+Statistical inference for ergodic diffusion processes.
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+Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
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+The Malliavin Calculus and Related Topics
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+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
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+Statistical inference for Vasicek-type model driven by Hermite processes
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+Long-Range Dependence and Self-Similarity
@@ Property / cites work: Long-Range Dependence and Self-Similarity / rank @@
+Normal rank
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+Statistical Inference for Fractional Diffusion Processes
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+Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index
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@@ Property / cites work @@
+Analysis of the Rosenblatt process
@@ Property / cites work: Analysis of the Rosenblatt process / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical aspects of the fractional stochastic calculus
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@@ Property / Wikidata QID @@
+Q127636994
@@ Property / Wikidata QID: Q127636994 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11203-019-09200-5
@@ Property / DOI: 10.1007/S11203-019-09200-5 / rank @@
+Normal rank