scientific article; zbMATH DE number 6776536
From MaRDI portal
Publication:5358324
Recommendations
- scientific article; zbMATH DE number 5548074
- scientific article; zbMATH DE number 4190953
- Estimation of parameters of the Ornstein-Uhlenbeck type processes with continuum of moment conditions
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise
- On maximum likelihood estimation of parameters of Ornstein-Uhlenbeck processes
- On parameter estimation of the hidden Ornstein-Uhlenbeck process
- Parameter estimation for fractional Ornstein-Uhlenbeck processes
- The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
- On parameter estimation of fractional Ornstein-Uhlenbeck process
- Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes
Cited in
(20)- On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
- An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
- Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices
- Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
- Guaranteed estimation of parameters in generalized Paul Samuelson model
- Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case
- Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
- Weak stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion
- scientific article; zbMATH DE number 5769425 (Why is no real title available?)
- scientific article; zbMATH DE number 66847 (Why is no real title available?)
- scientific article; zbMATH DE number 6889625 (Why is no real title available?)
- scientific article; zbMATH DE number 6308150 (Why is no real title available?)
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
- Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes
- scientific article; zbMATH DE number 4189046 (Why is no real title available?)
- On a consistent estimator of a useful signal in Ornstein-Uhlenbeck stochastic model in \(\mathbb{C}[-l, l[\)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5358324)