scientific article; zbMATH DE number 6831816

MaRDI QIDQ3132388zbMATH OpenFDO

Authors Yihan Wang, Qiangqiang Chang

Publication date 29 January 2018

zbMATH Keywords

bridgeGaussian processesleast squares methodparameter estimation

Mathematics Subject Classification ID

Gaussian processes (60G15) Point estimation (62F10)

Recommendations

• Least squares estimator for -sub-fractional bridges
• Least squares estimator for fractional Brownian bridges of the second kind
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• Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
• Least squares estimation for \(\alpha\)-fractional bridge with discrete observations
• Gaussian bridges
• Bridge estimation for generalized linear models with a diverging number of parameters
• Bridge estimation for linear regression models with mixing properties
• Generalized Gaussian bridges
• Bridge Estimators in the Partially Linear Model with High Dimensionality

Cited in

(3)

• Least squares estimator for -sub-fractional bridges
• Parameter estimation for -fractional bridges
• Generalized Gaussian bridges

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