| Publication | Date of Publication | Type |
|---|
Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind
Journal of Theoretical Probability | 2024-04-02 | Paper |
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency
Journal of Inequalities and Applications | 2023-12-14 | Paper |
| New Kolmogorov bounds in the CLT for random ratios and applications | 2023-12-03 | Paper |
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes
Stochastics and Dynamics | 2023-09-19 | Paper |
Gaussian and hermite Ornstein–Uhlenbeck processes
Stochastic Analysis and Applications | 2023-03-09 | Paper |
Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind
Journal of Theoretical Probability | 2023-02-27 | Paper |
Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean
Metrika | 2022-08-25 | Paper |
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach
Electronic Journal of Statistics | 2022-07-15 | Paper |
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach
Electronic Journal of Statistics | 2022-07-15 | Paper |
Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-05 | Paper |
Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
AIMS Mathematics | 2022-05-30 | Paper |
Parametrizations, weights, and optimal prediction
Communications in Statistics: Theory and Methods | 2022-05-27 | Paper |
Efficient and superefficient estimators of filtered Poisson process intensities
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
Electronic Journal of Statistics | 2022-05-11 | Paper |
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
Electronic Journal of Statistics | 2022-05-11 | Paper |
Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Statistical inference for nonergodic weighted fractional Vasicek models
Modern Stochastics. Theory and Applications | 2021-12-27 | Paper |
Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind
Modern Stochastics. Theory and Applications | 2021-12-27 | Paper |
Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model
Statistical Methods and Applications | 2021-12-13 | Paper |
| Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution | 2021-07-02 | Paper |
Gaussian and Hermite Ornstein-Uhlenbeck processes
(available as arXiv preprint) | 2021-06-23 | Paper |
| Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process | 2020-08-12 | Paper |
Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
Applied Mathematics and Optimization | 2020-06-02 | Paper |
| Berry-Ess\'een bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind | 2020-05-17 | Paper |
Volatility estimation in fractional Ornstein-Uhlenbeck models
Stochastic Models | 2020-04-22 | Paper |
Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case
Stochastics and Dynamics | 2020-04-01 | Paper |
Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution
Publicationes Mathematicae Debrecen | 2020-02-26 | Paper |
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
(available as arXiv preprint) | 2020-02-17 | Paper |
| An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data | 2019-11-29 | Paper |
Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations
Theory of Probability & Its Applications | 2019-10-25 | Paper |
| Limit theorems for quadratic variations of the Lei-Nualart process | 2019-10-17 | Paper |
Optimal rates for parameter estimation of stationary Gaussian processes
Stochastic Processes and their Applications | 2019-09-19 | Paper |
| Berry-Esseen bounds for parameter estimation of general Gaussian processes | 2019-05-15 | Paper |
Berry-Esseen bounds for parameter estimation of general Gaussian processes
(available as arXiv preprint) | 2019-05-15 | Paper |
Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind
Brazilian Journal of Probability and Statistics | 2018-08-31 | Paper |
Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean
Journal of the Korean Statistical Society | 2017-11-01 | Paper |
On local linear regression for strongly mixing random fields
Journal of Multivariate Analysis | 2017-08-30 | Paper |
Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise
Stochastics | 2017-04-11 | Paper |
| Large deviation for lasso diffusion process | 2016-10-01 | Paper |
Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
Journal of the Korean Statistical Society | 2016-07-29 | Paper |
Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution
Fractals | 2016-05-18 | Paper |
Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
Random Operators and Stochastic Equations | 2016-03-08 | Paper |
An extension of bifractional Brownian motion
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
Probability and Mathematical Statistics | 2016-02-24 | Paper |
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
Probability and Mathematical Statistics | 2016-02-24 | Paper |
| Parameter estimation for SDEs related to stationary Gaussian processes | 2015-01-20 | Paper |
On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations
Afrika Statistika | 2015-01-14 | Paper |
On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations
Afrika Statistika | 2015-01-14 | Paper |
Corrigendum to: ``Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes
Statistics & Probability Letters | 2014-03-05 | Paper |
Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes
Statistics & Probability Letters | 2014-02-19 | Paper |
Parameter estimation for \(\alpha\)-fractional bridges
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes
Theory of Probability and its Applications | 2012-05-04 | Paper |
| Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case | 2011-02-27 | Paper |
| Lévy processes and Itô-Skorokhod integrals | 2011-02-22 | Paper |
Mutual information for stochastic differential equations driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2011-02-22 | Paper |
Occupation densities for certain processes related to fractional Brownian motion
Stochastics | 2010-08-19 | Paper |
Approximation of the finite dimensional distributions of multiple fractional integrals
Journal of Mathematical Analysis and Applications | 2010-07-20 | Paper |
Estimation of the drift of fractional Brownian motion
Statistics & Probability Letters | 2009-07-24 | Paper |
MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
Stochastics and Dynamics | 2008-05-20 | Paper |
How rich is the class of processes which are infinitely divisible with respect to time?
Statistics & Probability Letters | 2008-04-16 | Paper |
