Pages that link to "Item:Q521302"
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The following pages link to Parameter estimation of Gaussian stationary processes using the generalized method of moments (Q521302):
Displayed 15 items.
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes (Q2136603) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
- Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
- Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042) (← links)
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
- Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) (Q5078518) (← links)
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
- Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes (Q5133898) (← links)
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)