Pages that link to "Item:Q1041558"
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The following pages link to Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558):
Displaying 9 items.
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes (Q2922895) (← links)
- Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes (Q5157722) (← links)
- A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
