Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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Cited in
(41)- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
- Trajectory fitting estimation for a class of SDEs with small Lévy noises
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
- Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises
- Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises
- Least squares estimators for stochastic differential equations driven by small Lévy noises
- Least squares estimator for a class of subdiffusion processes
- Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes
- Parameter estimation for Chan-Karoli-Longstaff-Saunders model driven by small Lévy noises from discrete observations
- Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises
- Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
- Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises
- Estimation of intrinsic growth factors in a class of stochastic population model
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
- Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
- Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
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- Threshold estimation for stochastic processes with small noise
- Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises
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- Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise
- Least squares estimators for reflected Ornstein–Uhlenbeck processes
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations
- Robust M estimation of parameters in a linear system
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter
- Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
- Least squares estimators for stochastic differential equations with Markovian switching
- Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations
- Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift
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