Pages that link to "Item:Q1643803"
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The following pages link to Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803):
Displaying 9 items.
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
- Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
- Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
- Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)
