Pages that link to "Item:Q2338242"
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The following pages link to Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242):
Displaying 9 items.
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (Q2061505) (← links)
- Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
- Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
- Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (Q6640106) (← links)
