Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356): Difference between revisions

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-.2478/s13540-011-0024-6
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+Jaya P. N. Bishwal
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+Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
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+Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
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+Large deviations in testing fractional Ornstein-Uhlenbeck models
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+Parameter estimation in stochastic differential equations.
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+Large deviations in estimation of an Ornstein-Uhlenbeck model
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+Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
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@@ Property / DOI @@
+.2478/S13540-011-0024-6
@@ Property / DOI: 10.2478/S13540-011-0024-6 / rank @@
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+Publication:2853356