Pages that link to "Item:Q2259080"

The following pages link to Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080):

Displaying 30 items.

• YUIMA (Q23344) (← links)
• Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
• Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
• Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
• Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
• Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
• Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
• LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
• Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
• Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
• Volatility is rough (Q4554473) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations (Q5087044) (← links)
• A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
• Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (Q5139776) (← links)
• Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations (Q5240317) (← links)
• Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622) (← links)
• Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes (Q6051212) (← links)
• Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (Q6101687) (← links)
• Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)