Pages that link to "Item:Q523443"

The following pages link to Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443):

Displaying 17 items.

• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053) (← links)
• Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
• Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems (Q2040940) (← links)
• Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← 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)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
• Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
• Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (Q5085211) (← links)
• Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application (Q5086710) (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)