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 @@
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@@ 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
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+MaRDI publication profile
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+W2224053729
@@ Property / OpenAlex ID: W2224053729 / rank @@
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@@ Property / arXiv ID @@
+.03163
@@ Property / arXiv ID: 1509.03163 / rank @@
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@@ 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 @@
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@@ Property / cites work @@
+ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
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+Multiple fractional integrals
@@ Property / cites work: Multiple fractional integrals / rank @@
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+Wavelet estimation in diffusions with periodicity
@@ Property / cites work: Wavelet estimation in diffusions with periodicity / rank @@
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+Drift estimation for a periodic mean reversion process
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+On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Fractional Brownian Motions, Fractional Noises and Applications
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Normal Approximations with Malliavin Calculus
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