Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
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Cites work
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- scientific article; zbMATH DE number 3576395 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Identification and properties of real harmonizable fractional Lévy motions
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Least squares estimators for stochastic differential equations driven by small Lévy noises
- Maximal inequalities for fractional Lévy and related processes
- Maximnm contrast estimation for diffusion processes from discrete observations
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises
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- Parameter estimation for fractional Ornstein-Uhlenbeck processes
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
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- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
- Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift
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Cited in
(9)- The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean
- The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift
- Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
- Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
- Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises
- Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises
- Parameter estimation for partially observed stochastic processes driven by Ornstein–Uhlenbeck processes with small Lévy noises
- Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small general Gaussian noise
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