Pages that link to "Item:Q2153101"
From MaRDI portal
The following pages link to Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101):
Displaying 6 items.
- Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
- Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
