Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations in testing fractional Ornstein-Uhlenbeck models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation in stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Rate of Convergence for the Invariance Principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3241504 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations in estimation of an Ornstein-Uhlenbeck model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for fractional Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of the fractional Ornstein--Uhlenbeck type process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic modeling in nanoscale biophysics: subdiffusion within proteins / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4841576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum contrast estimation in diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4148534 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Berry-Esseen bound for minimum contrast estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141895 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of M-estimator and related random field for diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration with respect to fractal functions and stochastic calculus. I / rank
 
Normal rank

Revision as of 22:56, 6 July 2024

scientific article
Language Label Description Also known as
English
Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling
scientific article

    Statements

    Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (English)
    0 references
    21 October 2013
    0 references
    fractional Itō stochastic differential equation
    0 references
    fractional Ornstein-Uhlenbeck process
    0 references
    long-memory minimum contrast estimator
    0 references
    rate of weak convergence
    0 references
    Fourier method
    0 references
    analytic continuation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references