Pages that link to "Item:Q3155677"
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The following pages link to Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process (Q3155677):
Displayed 8 items.
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210) (← links)
- Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
- Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188) (← links)
- Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion (Q4681137) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
- Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852) (← links)
- Estimation for Translation of a Process Driven by Fractional Brownian Motion (Q5707908) (← links)