Pages that link to "Item:Q2762606"
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The following pages link to Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (Q2762606):
Displayed 4 items.
- Modeling financial time series through second-order stochastic differential equations (Q952860) (← links)
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient (Q2701807) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (Q4671812) (← links)