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- estimators in fractional Ornstein-Uhlenbeck process 2011-07-19 Paper The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process 2011-07-18...10 bytes (16 words) - 04:37, 9 December 2023
- Time-changed fractional Ornstein-Uhlenbeck process 2020-08-31 Paper Duality and distance formulas in Lipschitz-Hölder spaces 2020-08-17 Paper Fractional Erlang...10 bytes (16 words) - 18:22, 13 December 2023
- copulas 2016-03-18 Paper Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process 2013-10-18 Paper Full Bayesian Analysis for a Model of Tail...10 bytes (20 words) - 23:36, 10 December 2023
- Gaussian Ornstein Uhlenbeck processes 2023-09-19 Paper Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second...10 bytes (18 words) - 23:50, 24 September 2023
- Publication Date of Publication Type On simulation of a fractional Ornstein-Uhlenbeck process of the second kind by the circulant embedding method 2019-10-17...10 bytes (18 words) - 09:05, 7 October 2023
- estimation of fractional Ornstein-Uhlenbeck process 2022-10-25 Paper Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic...10 bytes (18 words) - 01:16, 25 September 2023
- to LSE for fractional Ornstein-Uhlenbeck processes 2016-02-24 Paper On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete...10 bytes (18 words) - 12:58, 6 October 2023
- 2015-06-17 Paper Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package 2015-02-27 Paper On a family of test...10 bytes (19 words) - 16:18, 27 February 2024
- to the Ornstein-Uhlenbeck process 2015-12-29 Paper Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process...10 bytes (19 words) - 19:11, 8 December 2023
- for the non-ergodic fractional Ornstein-Uhlenbeck process 2015-10-05 Paper DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED...10 bytes (16 words) - 17:46, 6 October 2023
- for the time-changed fractional Ornstein–Uhlenbeck stochastic process 2022-08-03 Paper Integrated stationary Ornstein-Uhlenbeck process, and double integral...10 bytes (17 words) - 23:38, 9 December 2023
- asymptotics for fractional parabolic Anderson model 2018-05-15 Paper Admission Control for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck...10 bytes (17 words) - 16:01, 12 December 2023
- Publication Date of Publication Type The fractional Ornstein-Uhlenbeck process as a representation of homogeneous Eulerian velocity turbulence 1995-05-21...10 bytes (16 words) - 21:48, 24 September 2023
- Publication Date of Publication Type The local time of the fractional Ornstein-Uhlenbeck process 2014-06-23 Paper...10 bytes (16 words) - 00:14, 25 September 2023
- Publication Type Random broken lines that weakly converge to a fractional Ornstein-Uhlenbeck process 2005-10-13 Paper On distribution of functionals of Brownian...10 bytes (18 words) - 20:14, 24 September 2023
- Type An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process 2023-06-05 Paper https://portal.mardi4nfdi.de/entity/Q3169505...10 bytes (16 words) - 06:00, 7 October 2023
- Some properties of the fractional Ornstein–Uhlenbeck process 2008-04-28 Paper L p estimates on a time-inhomogeneous diffusion process 2007-05-16 Paper https://portal...10 bytes (17 words) - 21:10, 22 September 2023
- probabilities for fractional Brownian motion with trend 2016-04-27 Paper Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck...10 bytes (16 words) - 14:09, 12 December 2023
- realized volatility with the fractional Ornstein-Uhlenbeck process 2023-02-01 Paper Parameter identification for mixed fractional Brownian motions with the...10 bytes (18 words) - 21:50, 11 December 2023
- Type Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations 2024-02-16 Paper An M-estimator...10 bytes (16 words) - 09:39, 25 September 2023
