Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind
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Publication:1668046
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Cites work
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- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
- On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations
- On fractional Ornstein-Uhlenbeck processes
- Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
- Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise
- Parameter estimation for fractional Ornstein-Uhlenbeck processes
- Parameter estimation for some non-recurrent solutions of SDE
- Parametric inference for discretely observed non-ergodic diffusions
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- Statistical analysis of the fractional Ornstein--Uhlenbeck type process
- The pathwise convergence of approximation schemes for stochastic differential equations
- The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
Cited in
(17)- Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
- Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process
- Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
- Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the second kind
- On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations
- Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
- Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
- Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
- Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes
- Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
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