Pages that link to "Item:Q4629570"

The following pages link to ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570):

Displayed 22 items.

• Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) ‎ (← links)
• Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) ‎ (← links)
• Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) ‎ (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) ‎ (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) ‎ (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) ‎ (← links)
• A delayed avian influenza model with avian slaughter: stability analysis and optimal control (Q2162083) ‎ (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) ‎ (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) ‎ (← links)
• Parameter estimation for fractional diffusion process with discrete observations (Q2631908) ‎ (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) ‎ (← links)
• Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) ‎ (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) ‎ (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) ‎ (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) ‎ (← links)
• Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484) ‎ (← links)
• Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) ‎ (← links)
• Parameter estimation for Vasicek model driven by a general Gaussian noise (Q6106256) ‎ (← links)
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) ‎ (← links)
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) ‎ (← links)
• Calibrating fractional Vasicek model (Q6169355) ‎ (← links)
• Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) ‎ (← links)