Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753): Difference between revisions

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-.1007/s00362-014-0580-z
@@ Property / DOI: 10.1007/s00362-014-0580-z / rank @@
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@@ Property / cites work @@
+Sharp Large Deviations for the Ornstein--Uhlenbeck Process
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+Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
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+Parameter estimation for some non-recurrent solutions of SDE
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+Maximum likelihood estimation for continuous-time stochastic processes
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+Some comments concerning a curious singularity
@@ Property / cites work: Some comments concerning a curious singularity / rank @@
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+Large deviations in estimation of an Ornstein-Uhlenbeck model
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+Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
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+Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
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+Examples of moderate deviation principle for diffusion processes
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+Large and moderate deviations in testing Rayleigh diffusion model
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+Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
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@@ Property / DOI @@
+.1007/S00362-014-0580-Z
@@ Property / DOI: 10.1007/S00362-014-0580-Z / rank @@
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