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):

Displayed 3 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)
• DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) ‎ (← links)