The following pages link to Chunhao Cai (Q317495):
Displaying 12 items.
- Mixed Gaussian processes: a filtering approach (Q317498) (← links)
- Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366) (← links)
- Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system (Q2137624) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315) (← links)
- CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS (Q2841324) (← links)
- Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)
