Pages that link to "Item:Q2390465"
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The following pages link to Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465):
Displaying 12 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- The split-SV model (Q1659144) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function (Q2374429) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827) (← links)
- A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
