Pages that link to "Item:Q1674053"

The following pages link to Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053):

Displaying 13 items.

• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
• Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
• Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind (Q2062455) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
• Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
• Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (Q2187330) (← links)
• Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238) (← links)
• Nonparametric estimation in fractional SDE (Q2330959) (← links)
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)