Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process (Q5369326): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4949
@@ Property / arXiv ID: 1407.4949 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases
+Normal rank
@@ Property / cites work @@
+Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions
+Normal rank
@@ Property / cites work @@
+Large deviations for the Ornstein-Uhlenbeck process with shift
+Normal rank
@@ Property / cites work @@
+The calculation of expectations for classes of diffusion processes by Lie symmetry methods
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted least-squares estimation for the subcritical Heston process
+Normal rank
@@ Property / cites work @@
+Moderate deviations for squared radial Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Q4229805
@@ Property / cites work: Q4229805 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5339472
@@ Property / cites work: Q5339472 / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for generalized hypergeometric functions
+Normal rank
@@ Property / cites work @@
+Estimation for Continuous Branching Processes
@@ Property / cites work: Estimation for Continuous Branching Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for squared radial Ornstein-Uhlenbeck processes.
+Normal rank
@@ Property / OpenAlex ID @@
+W2963613525
@@ Property / OpenAlex ID: W2963613525 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5369326