Add to ORKGAbstract. We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...
It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidi...
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameter...
This paper considers parameter estimation in the Ornstein–Uhlenbeck process observed in the presence...
In this thesis, the extension of the Ornstein-Uhlenbeck process is studied by first driving this mo...
32 pagesInternational audienceIn this paper we investigate the large-sample behaviour of the maximum...
AbstractAn asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck...
This paper suggests predictors for the Ornstein-Uhlenbeck process based on the truncated estimators ...
Abstract. The parameter estimation theory for stochastic dierential equa-tions driven by Brownian mo...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
AbstractThe exact distribution of the maximum-likelihood estimator of the drift (damping) parameter ...
In this article we propose a maximum likelihood methodology to estimate the parameters of a one-dime...
It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidi...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...
It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidi...
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameter...
This paper considers parameter estimation in the Ornstein–Uhlenbeck process observed in the presence...
In this thesis, the extension of the Ornstein-Uhlenbeck process is studied by first driving this mo...
32 pagesInternational audienceIn this paper we investigate the large-sample behaviour of the maximum...
AbstractAn asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck...
This paper suggests predictors for the Ornstein-Uhlenbeck process based on the truncated estimators ...
Abstract. The parameter estimation theory for stochastic dierential equa-tions driven by Brownian mo...
Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for ...
AbstractThe exact distribution of the maximum-likelihood estimator of the drift (damping) parameter ...
In this article we propose a maximum likelihood methodology to estimate the parameters of a one-dime...
It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidi...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
Our goal is to establish large deviations and concentration inequalities for the maximum likelihood ...
It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidi...