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

@@ Property / author @@
-Yaozhong Hu
@@ Property / author: Yaozhong Hu / rank @@
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@@ Property / author @@
+Yaozhong Hu
@@ Property / author: Yaozhong Hu / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+YUIMA
@@ Property / describes a project that uses: YUIMA / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3119684812
@@ Property / OpenAlex ID: W3119684812 / rank @@
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@@ Property / arXiv ID @@
+.05096
@@ Property / arXiv ID: 2004.05096 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
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@@ Property / cites work @@
+Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
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@@ Property / cites work @@
+Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
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@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis on Gaussian Spaces
@@ Property / cites work: Analysis on Gaussian Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations
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@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
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@@ Property / cites work @@
+Parameter estimation in fractional diffusion models
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+Ergodic properties of anomalous diffusion processes
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@@ Property / cites work @@
+Estimates for domains of local invertibility of diffeomorphisms
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@@ Property / cites work @@
+A general drift estimation procedure for stochastic differential equations with additive fractional noise
+Normal rank
@@ Property / cites work @@
+Statistical aspects of the fractional stochastic calculus
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