Pages that link to "Item:Q1952068"
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The following pages link to Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068):
Displayed 10 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716) (← links)