Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
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Cited in
(22)- Ergodic estimators of double exponential Ornstein-Uhlenbeck processes
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
- Cramer-type moderate deviations for a stationary Ornstein-Uhlenbeck process under discrete observations
- Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift
- Hypothesis testing in a fractional Ornstein-Uhlenbeck model
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
- Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
- Asymptotic normality and Cramér-type moderate deviations of Yule's nonsense correlation statistic for Ornstein-Uhlenbeck processes
- Deviation inequalities and Cramer-type moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck process of the second kind
- Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
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- Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters
- Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes
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