Pages that link to "Item:Q5263964"
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The following pages link to Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964):
Displaying 6 items.
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
- Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
- Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
