Pages that link to "Item:Q4454294"

The following pages link to Parameter estimation for some non-recurrent solutions of SDE (Q4454294):

Displaying 25 items.

• Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
• Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) (← links)
• Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228) (← links)
• Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
• Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708) (← links)
• Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
• Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
• Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
• Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
• Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
• Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101) (← links)
• Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
• LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) (← links)
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
• Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
• Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
• On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
• Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
• Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)
• Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138) (← links)