Pages that link to "Item:Q5369219"
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The following pages link to Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise (Q5369219):
Displaying 8 items.
- Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) (← links)
- Complex Wiener-Itô chaos decomposition revisited (Q2153086) (← links)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
- Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
- Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042) (← links)
- Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa (Q6145602) (← links)
- Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)