Add to ORKGPublished in Econometric Theory, Volume 35, Issue 1, February 2019 , pp. 198-231. https://doi.org/10.1017/S0266466618000051</p
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
In the paper, we tackle the least squares estimators of the Vasicek-type model driven by sub-fractio...
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic diff...
Published in Econometric Theory, Volume 35, Issue 1, February 2019 , pp. 198-231. https://doi.org/10...
Published in Econometric Theory, Volume 35, Issue 1, February 2019 , pp. 198-231. https://doi.org/10...
This study deals with drift parameters estimation problems in the sub-fractional Vasicek process giv...
A problem of drift parameter estimation is studied for a nonergodic weighted fractional Vasicek mode...
parameter θ and where the noise is modeled as fractional Brownian motionwith Hurst index H ∈ (0, 12 ...
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
In this chapter, we consider a problem of statistical estimation of an unknown drift parameter for a...
We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck ...
peer reviewedThe fractional Ornstein–Uhlenbeck process of the second kind (fOU2) is the solution of ...
We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck ...
This dissertation systematically considers the inference problem for stochastic differential equatio...
This paper first strictly proved that the growth of the second moment of a large class of Gaussian p...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
In the paper, we tackle the least squares estimators of the Vasicek-type model driven by sub-fractio...
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic diff...
Published in Econometric Theory, Volume 35, Issue 1, February 2019 , pp. 198-231. https://doi.org/10...
Published in Econometric Theory, Volume 35, Issue 1, February 2019 , pp. 198-231. https://doi.org/10...
This study deals with drift parameters estimation problems in the sub-fractional Vasicek process giv...
A problem of drift parameter estimation is studied for a nonergodic weighted fractional Vasicek mode...
parameter θ and where the noise is modeled as fractional Brownian motionwith Hurst index H ∈ (0, 12 ...
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
In this chapter, we consider a problem of statistical estimation of an unknown drift parameter for a...
We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck ...
peer reviewedThe fractional Ornstein–Uhlenbeck process of the second kind (fOU2) is the solution of ...
We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck ...
This dissertation systematically considers the inference problem for stochastic differential equatio...
This paper first strictly proved that the growth of the second moment of a large class of Gaussian p...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
In the paper, we tackle the least squares estimators of the Vasicek-type model driven by sub-fractio...
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic diff...