Pages that link to "Item:Q2841790"

The following pages link to Parameter Estimation for α-Fractional Bridges (Q2841790):

Displaying 20 items.

• Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge (Q395970) (← links)
• Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
• Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
• On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge (Q1642264) (← links)
• Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
• Least squares estimation for \(\alpha\)-fractional bridge with discrete observations (Q1724888) (← links)
• Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
• Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
• Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge (Q2131995) (← 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)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
• Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process (Q5044085) (← links)
• Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (Q5085211) (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
• Limit theorems for a class of integral functionals driven by fractional Brownian motion (Q5875245) (← links)
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)