Pages that link to "Item:Q2417989"

The following pages link to Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989):

Displayed 45 items.

• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) ‎ (← links)
• Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) ‎ (← links)
• Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) ‎ (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) ‎ (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) ‎ (← links)
• Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) ‎ (← links)
• Pathwise least-squares estimator for linear SPDEs with additive fractional noise (Q2136653) ‎ (← links)
• Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) ‎ (← links)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) ‎ (← links)
• Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) ‎ (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) ‎ (← links)
• Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) ‎ (← links)
• Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) ‎ (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) ‎ (← links)
• On some local asymptotic properties of sequences with a random index (Q2227906) ‎ (← links)
• Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials (Q2240766) ‎ (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) ‎ (← links)
• Four moments theorems on Markov chaos (Q2421819) ‎ (← links)
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) ‎ (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) ‎ (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) ‎ (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) ‎ (← links)
• Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) ‎ (← links)
• Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (Q5078518) ‎ (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) ‎ (← links)
• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications (Q5085215) ‎ (← links)
• Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) ‎ (← links)
• Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042) ‎ (← links)
• Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) ‎ (← links)
• A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) ‎ (← links)
• Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes (Q5133898) ‎ (← links)
• Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (Q5139776) ‎ (← links)
• A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion (Q5155321) ‎ (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) ‎ (← links)
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) ‎ (← links)
• Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484) ‎ (← links)
• Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) ‎ (← links)
• Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency (Q6067240) ‎ (← links)
• Parameter estimation for Vasicek model driven by a general Gaussian noise (Q6106256) ‎ (← links)
• Parameter estimation for a discrete time model driven by fractional Poisson process (Q6107524) ‎ (← links)
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) ‎ (← links)
• Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) ‎ (← links)
• Calibrating fractional Vasicek model (Q6169355) ‎ (← links)
• Moderate deviations for the mildly stationary autoregressive model with dependent errors (Q6192198) ‎ (← links)
• Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) ‎ (← links)