Pages that link to "Item:Q867775"

The following pages link to Parametric estimation of discretely sampled Gamma-OU processes (Q867775):

Displaying 9 items.

• Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
• Exact simulation of IG-OU processes (Q1042535) (← links)
• Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
• Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
• Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042) (← links)
• Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
• On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
• Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827) (← links)
• Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)