On estimation in the planar ornstein-unlenbeck process
DOI10.1080/15326349708807435zbMATH Open0891.62059OpenAlexW2006809123MaRDI QIDQ4354600FDOQ4354600
Authors: Jaroslav Mohapl
Publication date: 17 September 1997
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349708807435
Recommendations
- New statistical investigations of Ornstein-Uhlenbeck process. I: Theoretical backround
- Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes
- On maximum likelihood estimation of parameters of Ornstein-Uhlenbeck processes
- New statistical investigations of the Ornstein-Uhlenbeck process.
- Estimation of the mean of Ornstein-Uhlenbeck processes and sheets
Gaussian random fieldmaximum likelihoodleast squaresOrnstein-Uhlenbeck processstochastic partial differential equationoptimal estimating functionlattice samplingdoubly geometric series
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
Cited In (13)
- Planning of experiments for a nonautonomous Ornstein-Uhlenbeck process
- Large sample properties of ML estimator of the parameters of multivariate O-U random fields
- Volatility estimation for stochastic PDEs using high-frequency observations
- Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
- Efficient estimators with sample observations generated by independent planar random flights
- Estimation of the drift parameter for the fractional stochastic heat equation via power variation
- Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffu\-sion
- Title not available (Why is that?)
This page was built for publication: On estimation in the planar ornstein-unlenbeck process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354600)