Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053): Difference between revisions

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+Stochastic calculus with respect to Gaussian processes
+Normal rank
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+Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
+Normal rank
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+Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
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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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+Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
+Normal rank
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+Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
+Normal rank
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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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+Q4840212
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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
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+On fractional Ornstein-Uhlenbeck processes
@@ Property / cites work: On fractional Ornstein-Uhlenbeck processes / rank @@
+Normal rank
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
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+Normal Approximations with Malliavin Calculus
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+The Malliavin Calculus and Related Topics
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+Gaussian approximations of multiple integrals
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+Normal rank
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+Q4662408
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+Normal rank