Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368): Difference between revisions

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+Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
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+An extension of bifractional Brownian motion
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+Normal rank
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+Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
+Normal rank
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+Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise
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+Parameter Estimation for α-Fractional Bridges
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+Normal rank
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
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+Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations
+Normal rank
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Bifractional Brownian motion: existence and border cases
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+Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
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+Selected aspects of fractional Brownian motion.
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+Normal rank
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+Statistical aspects of the fractional stochastic calculus
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+An inequality of the Hölder type, connected with Stieltjes integration
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