Search results
From MaRDI portal
- Transition semigroups of Banach space-valued Ornstein-Uhlenbeck processes 2003-06-09 Paper Symmetric Ornstein-Uhlenbeck semigroups and their generators 2003-05-04...10 bytes (17 words) - 00:11, 9 December 2023
- problem under a fractional Brownian perturbation 2003-06-23 Paper Statistical analysis of the fractional Ornstein--Uhlenbeck type process 2003-03-10 Paper...10 bytes (17 words) - 19:10, 8 December 2023
- distributions 2022-05-05 Paper Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point 2020-12-07 Paper Inference for a change‐point...10 bytes (16 words) - 13:54, 11 December 2023
- de/entity/Q5248958 2015-04-29 Paper Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle 2015-03-30 Paper Classification...10 bytes (17 words) - 20:02, 11 December 2023
- for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process 2015-07-15 Paper https://portal.mardi4nfdi.de/entity/Q2860285...10 bytes (17 words) - 16:01, 12 December 2023
- geometric Ornstein-Uhlenbeck process 2015-01-16 Paper Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion...10 bytes (18 words) - 03:17, 12 December 2023
- plane 2024-02-16 Paper Hidden AR Process and Adaptive Kalman Filter 2023-04-19 Paper Hidden Ergodic Ornstein-Uhlenbeck Process and Adaptive Filter 2023-04-18...10 bytes (18 words) - 00:08, 11 December 2023
- Paper On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes 2014-04-17 Paper Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process...10 bytes (17 words) - 17:09, 6 October 2023
- Hurst index 2019-06-28 Paper Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process 2017-12-13 Paper...10 bytes (16 words) - 08:34, 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
- Type Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process 2023-07-03 Paper Quadratic variation and drift parameter estimation...10 bytes (16 words) - 23:04, 24 September 2023
- the Ornstein-Uhlenbeck process 2017-09-20 Paper Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck...10 bytes (18 words) - 03:27, 7 October 2023
- estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process 2021-12-15 Paper Least squares estimator of Ornstein-Uhlenbeck processes driven by...10 bytes (16 words) - 12:47, 24 September 2023
- differential equation in fractional diffusion system 2022-05-16 Paper A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift 2022-04-29...10 bytes (16 words) - 15:16, 6 October 2023
- Explanation Employing the Ornstein-Uhlenbeck Process 2003-07-15 Paper Possible formulations for three-charged particles correlations in terms of Coulomb wave functions...10 bytes (16 words) - 16:07, 24 September 2023
- stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes 2011-12-20 Paper Fractional Integrals and Extensions of Selfdecomposability...10 bytes (18 words) - 23:00, 8 December 2023
- characterization of fractional Ornstein-Uhlenbeck process 2015-12-23 Paper Martingale Representation and Logarithmic-Sobolev Inequality for Fractional Ornstein-Uhlenbeck...10 bytes (16 words) - 16:29, 6 October 2023
- non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind 2018-08-31 Paper Parameter estimation for a partially observed Ornstein–Uhlenbeck process...10 bytes (18 words) - 19:14, 24 September 2023
- Squares Estimation for Fractional Ornstein-Uhlenbeck Processes 2022-10-02 Paper Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general...10 bytes (16 words) - 11:13, 5 September 2024
- place of a jump-diffusion process 2022-09-09 Paper Integrated stationary Ornstein-Uhlenbeck process, and double integral processes 2022-06-27 Paper On the...10 bytes (16 words) - 21:17, 11 December 2023
