Pages that link to "Item:Q2154864"
From MaRDI portal
The following pages link to Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864):
Displaying 3 items.
- Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process (Q6571719) (← links)
- Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)