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- 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
- de/entity/Q5383139 2019-06-19 Paper Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling 2013-10-21 Paper https://portal...10 bytes (20 words) - 11:45, 9 December 2023
- Publication Date of Publication Type Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme 2019-02-27 Paper The exact discrete...10 bytes (16 words) - 12:04, 24 September 2023
- Type Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations 2024-02-16 Paper Corrigendum: Error...10 bytes (16 words) - 12:33, 7 October 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
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process 2016-11-15 Paper...10 bytes (16 words) - 17:52, 6 October 2023
- infinite-dimensional fractional Ornstein-Uhlenbeck process 2014-01-08 Paper Handbook of Probability 2014-01-08 Paper On the distribution of the Rosenblatt process 2013-12-09...10 bytes (19 words) - 17:45, 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
- Paper Some properties of the fractional Ornstein–Uhlenbeck process 2008-04-28 Paper...10 bytes (16 words) - 10:01, 6 October 2023
- Publication Date of Publication Type The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift 2024-03-11 Paper Automatic...10 bytes (16 words) - 14:00, 24 September 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
- 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 (16 words) - 09:05, 7 October 2023
- de/entity/Q2978449 2017-04-25 Paper On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations 2015-01-14 Paper https://portal...10 bytes (16 words) - 12:27, 7 October 2023
- infinite-dimensional fractional Ornstein-Uhlenbeck process 2014-01-08 Paper STOCHASTIC POROUS MEDIA EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION 2013-11-20...10 bytes (17 words) - 18:33, 11 December 2023
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) 2015-10-28 Paper...10 bytes (17 words) - 11:23, 11 December 2023
- certain processes related to subfractional Brownian motion 2015-11-10 Paper Parametric estimation for sub-fractional Ornstein-Uhlenbeck process 2013-01-25...10 bytes (16 words) - 11:05, 24 September 2023
- Paper L\'evy area of fractional Ornstein-Uhlenbeck process and parameter estimation 2018-03-29 Paper It\^o integrals for fractional Brownian motion and...10 bytes (16 words) - 12:41, 24 September 2023
- Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations 2019-10-25 Paper https://portal...10 bytes (16 words) - 23:50, 24 September 2023
- observations of fractional Ornstein-Uhlenbeck process of the second kind 2015-10-05 Paper Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the...10 bytes (16 words) - 00:32, 25 September 2023
- Type Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process 2023-02-01 Paper In-fill asymptotic theory for structural...10 bytes (17 words) - 07:08, 7 October 2023
