Pages that link to "Item:Q1934478"
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The following pages link to A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478):
Displaying 16 items.
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362) (← links)
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827) (← links)
- Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation (Q5221500) (← links)
- A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
- Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185) (← links)
- Optimal stable Ornstein-Uhlenbeck regression (Q6176241) (← links)
