Pages that link to "Item:Q2059103"
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The following pages link to Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103):
Displaying 7 items.
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
- Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
- Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
- Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)
