Pages that link to "Item:Q2274256"

The following pages link to Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256):

Displaying 15 items.

• Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
• Limit theorems for integral functionals of Hermite-driven processes (Q2040091) (← links)
• 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)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
• Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
• Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)
• Fractal dimensions of the Rosenblatt process (Q6157011) (← links)
• Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)