Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964): Difference between revisions

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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
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+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
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+Stochastic calculus with respect to Gaussian processes
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+Normal Approximations with Malliavin Calculus
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+Normal rank
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+Central limit theorems for multiple stochastic integrals and Malliavin calculus
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+Equivalence of Volterra processes.
@@ Property / cites work: Equivalence of Volterra processes. / rank @@
+Normal rank