Minimum L₁-norm estimation for fractional Ornstein-Uhlenbeck type processes
From MaRDI portal
Publication:5488453
Recommendations
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process
- On parameter estimation of fractional Ornstein-Uhlenbeck process
- On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
- Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
- Minimum distance estimation for fractional Ornstein-Uhlenbeck type process
Cited in
(12)- Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
- Asymptotic accuracy in estimation of a fractional signal in a small white noise
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process
- Fractional processes and their statistical inference: an overview
- scientific article; zbMATH DE number 749221 (Why is no real title available?)
- Minimum \(L^p\) norm estimation for fractional O-U type process
- Minimum distance estimation for fractional Ornstein-Uhlenbeck type process
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
- On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
- Fractional Ornstein-Uhlenbeck signal processing
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process
This page was built for publication: Minimum \(L_1\)-norm estimation for fractional Ornstein-Uhlenbeck type processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488453)