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- estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind 2024-04-02 Paper Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the...10 bytes (18 words) - 01:16, 25 September 2023
- Gaussian Ornstein Uhlenbeck processes 2023-09-19 Paper Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of...10 bytes (18 words) - 23:50, 24 September 2023
- estimation of the Lévy-driven graph Ornstein-Uhlenbeck process 2022-10-18 Paper Likelihood theory for the graph Ornstein-Uhlenbeck process 2022-06-01 Paper High-frequency...10 bytes (16 words) - 23:23, 24 September 2023
- of multifractal products of Ornstein–Uhlenbeck type processes 2010-05-06 Paper Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal...10 bytes (19 words) - 04:08, 9 December 2023
- non-ergodic Gaussian Ornstein-Uhlenbeck processes 2022-07-01 Paper Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general...10 bytes (18 words) - 23:50, 24 September 2023
- distributions for the Ornstein-Uhlenbeck process 1975-01-01 Paper Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes 1975-01-01 Paper...10 bytes (18 words) - 00:22, 13 December 2023
- Paper Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model 2021-03-11 Paper Statistical analysis and stochastic interest...10 bytes (17 words) - 13:52, 12 December 2023
- dynamical system 2022-06-20 Paper Stable central limit theorems for super Ornstein-Uhlenbeck processes. II. 2022-03-29 Paper On properties of a class of strong...10 bytes (17 words) - 19:11, 8 December 2023
- independence 2011-11-24 Paper Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process 2010-01-08 Paper Asymptotics of minimum...10 bytes (18 words) - 14:44, 12 December 2023
- Gaussian Ornstein-Uhlenbeck processes of the second kind 2024-04-02 Paper Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes...10 bytes (16 words) - 06:12, 7 October 2023
- estimation of general Gaussian Ornstein-Uhlenbeck process 2020-10-12 Paper Volatility estimation in fractional Ornstein-Uhlenbeck models 2020-04-22 Paper Limit...10 bytes (16 words) - 19:20, 24 September 2023
- generalized eigenspaces for the Ornstein-Uhlenbeck operator 2021-10-04 Paper Riesz transforms of a general Ornstein-Uhlenbeck semigroup 2021-08-23 Paper The...10 bytes (17 words) - 00:38, 25 September 2023
- and Ornstein-Uhlenbeck process 2023-08-09 Paper Stationary distribution and extinction of a stochastic generalized SEI epidemic model with Ornstein-Uhlenbeck...10 bytes (16 words) - 00:42, 25 September 2023
- bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency 2023-12-14 Paper Least squares...10 bytes (16 words) - 23:50, 24 September 2023
- condition for Ornstein-Uhlenbeck operators 2016-07-29 Paper Exponentially weighted resolvent estimates for complex Ornstein-Uhlenbeck systems 2016-01-13...10 bytes (16 words) - 13:19, 7 October 2023
- Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters 2015-08-19 Paper Model verification for Lévy-driven Ornstein-Uhlenbeck processes 2014-09-05...10 bytes (17 words) - 15:46, 6 October 2023
- generalised Ornstein–Uhlenbeck process in the cramér case 2011-10-25 Paper Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and...10 bytes (16 words) - 09:03, 25 September 2023
- estimation of an Ornstein-Uhlenbeck model 2002-02-05 Paper Asymptotic expansions and large deviations in estimation of an Ornstein-Uhlenbeck model 1999-06-30...10 bytes (18 words) - 01:48, 28 December 2023
- 2023-09-19 Paper Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points 2023-08-21 Paper Corrigendum: a note...10 bytes (16 words) - 13:54, 11 December 2023
- deviations for squared radial Ornstein-Uhlenbeck processes. 2005-11-29 Paper Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes 2004-10-05...10 bytes (16 words) - 00:13, 9 December 2023
