Pages that link to "Item:Q2199706"
From MaRDI portal
The following pages link to Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706):
Displaying 7 items.
- Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes (Q2107585) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- Deviation properties for linear self-attracting diffusion process and applications (Q5038982) (← links)
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications (Q5085215) (← links)
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
- Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion (Q6606017) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)