Estimation of parameters of the Ornstein-Uhlenbeck type processes with continuum of moment conditions
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Publication:2807637
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Cites work
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Asymptotic normality, strong mixing and spectral density estimates
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- Processes of normal inverse Gaussian type
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Cited in
(8)- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
- Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case
- Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise
- Empirical likelihood estimation of discretely sampled processes of OU type
- scientific article; zbMATH DE number 6776536 (Why is no real title available?)
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