Pages that link to "Item:Q1710139"
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The following pages link to Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139):
Displaying 3 items.
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
