Pages that link to "Item:Q734708"

The following pages link to Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708):

Displayed 13 items.

• Double asymptotics for explosive continuous time models (Q284296) ‎ (← links)
• Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) ‎ (← links)
• Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) ‎ (← links)
• Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228) ‎ (← 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)
• Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) ‎ (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) ‎ (← links)
• Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) ‎ (← links)
• Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101) ‎ (← links)
• LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) ‎ (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) ‎ (← links)
• Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) ‎ (← links)
• Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022) ‎ (← links)