scientific article; zbMATH DE number 1106828
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- Robust M estimation of parameters in a linear system
- Parameter estimation for certain nonstationary processes driven by α-stable motions
- Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises
- Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift
- Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes
- Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
- Trajectory fitting estimation for integrated Ornstein-Uhlenbeck process driven by Lévy process
- Maximum likelihood estimation for nonlinear reflected stochastic differential equations
- Parameter estimation for nonlinear stochastic differential equations driven by -stable processes: non-ergodic case
- Trajectory fitting estimation for non-homogeneous reflected Ornstein–Uhlenbeck process driven by an α -stable process
- Parameter estimation for non-stationary -stable Ornstein-Uhlenbeck processes with constant drift
- Asymptotic behavior of improved trajectory fitting estimators for Cox-Ingersoll-Ross model
- An improved trajectory fitting estimator for reflected Cox-Ingersoll-Ross interest rate processes with two-sided barriers
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