Pages that link to "Item:Q5384783"
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The following pages link to Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783):
Displaying 11 items.
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
- Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
- Berry–Esséen bound for the parameter estimation of fractional Ornstein–Uhlenbeck processes (Q5133898) (← links)
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
- Moderate deviations for the mildly stationary autoregressive model with dependent errors (Q6192198) (← links)
- Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)