Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101): Difference between revisions

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-.1007/s10473-019-0406-0
@@ Property / DOI: 10.1007/s10473-019-0406-0 / rank @@
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+Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind
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+Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
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+Asymptotic optimal inference for non-ergodic models
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+Parameter estimation for some non-recurrent solutions of SDE
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+Berry-Ess\'een bounds for parameter estimation of general Gaussian processes
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+Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
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+Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind
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+Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise
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+On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations
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+Parameter Estimation for α-Fractional Bridges
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+Normal rank
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+Optimal rates for parameter estimation of stationary Gaussian processes
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
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+Parametric inference for discretely observed non-ergodic diffusions
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+The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Selected aspects of fractional Brownian motion.
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+Normal rank
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+Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
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+Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process
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@@ Property / DOI @@
+.1007/S10473-019-0406-0
@@ Property / DOI: 10.1007/S10473-019-0406-0 / rank @@
+Normal rank