Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042): Difference between revisions

@@ Property / cites work @@
+Parameter estimation of Gaussian stationary processes using the generalized method of moments
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy–Driven Continuous–Time ARMA Processes
@@ Property / cites work: Lévy–Driven Continuous–Time ARMA Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
+Normal rank
@@ Property / cites work @@
+Stochastic Hybrid Systems
@@ Property / cites work: Stochastic Hybrid Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbation analysis and optimization of stochastic hybrid systems
+Normal rank
@@ Property / cites work @@
+Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection
+Normal rank
@@ Property / cites work @@
+Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Q4953390
@@ Property / cites work: Q4953390 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions
+Normal rank
@@ Property / cites work @@
+Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
+Normal rank
@@ Property / cites work @@
+Q5306025
@@ Property / cites work: Q5306025 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3169930
@@ Property / cites work: Q3169930 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type
+Normal rank
@@ Property / cites work @@
+Parametric estimation of discretely sampled Gamma-OU processes
+Normal rank