Pages that link to "Item:Q2787466"

The following pages link to On fractional Ornstein-Uhlenbeck processes (Q2787466):

Displaying 38 items.

• Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
• Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
• Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
• On the Lamperti transform of the fractional Brownian sheet (Q501525) (← links)
• On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945) (← links)
• Fractional Ornstein-Uhlenbeck noise (Q1636077) (← links)
• Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
• Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053) (← links)
• Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind (Q2062455) (← links)
• Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
• Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
• Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333) (← links)
• Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (Q2187330) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
• Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
• Long-memory Gaussian processes governed by generalized Fokker-Planck equations (Q3121504) (← links)
• ‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES (Q3176201) (← links)
• Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
• Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
• Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility (Q4607044) (← links)
• Estimation of the Hurst parameter in some fractional processes (Q4922651) (← links)
• (Q4972749) (← links)
• Fractional stochastic volatility correction to CEV implied volatility (Q5014189) (← links)
• First passage times for some classes of fractional time-changed diffusions (Q5085217) (← links)
• The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (Q5094465) (← links)
• Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
• Fractional oscillator noise and its applications (Q5140235) (← links)
• Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
• Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
• Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment (Q5742993) (← links)
• Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
• Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
• Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes (Q6051212) (← links)
• Rough volatility via the Lamperti transform (Q6059021) (← links)
• A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
• A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
• On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands (Q6204803) (← links)