Pages that link to "Item:Q376704"

The following pages link to Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704):

Displaying 14 items.

• Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
• Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• On parameter estimation of fractional Ornstein-Uhlenbeck process (Q2090566) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
• Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (Q5139776) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein-Uhlenbeck process (Q6554578) (← links)
• Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)