Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403): Difference between revisions

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+Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case
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+Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
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+Quasi Ornstein-Uhlenbeck processes
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+Fractional {O}rnstein-{U}hlenbeck processes
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+Estimation and pricing under long-memory stochastic volatility
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+Stochastic volatility and option pricing with long-memory in discrete and continuous time
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+Affine fractional stochastic volatility models
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+Long memory in continuous-time stochastic volatility models
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+Berry-Ess\'een bounds for parameter estimation of general Gaussian processes
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+Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
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+Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model
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+Optimal rates for parameter estimation of stationary Gaussian processes
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+Volatility is rough
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes
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+On fractional Ornstein-Uhlenbeck processes
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+Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations
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+Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
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+Normal Approximations with Malliavin Calculus
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+Long-Range Dependence and Self-Similarity
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+Stochastic Processes and Long Range Dependence
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+The fractional Ornstein-Uhlenbeck process as a representation of homogeneous Eulerian velocity turbulence
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+Analysis of Variations for Self-similar Processes
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+Q5244856
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