Inference for Ornstein-Uhlenbeck processes in random environments

Semiparametric inference in seasonal and cyclical long memory processes

Arteche, J.
Robinson, P.M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(98/359) / BLDSC - British Li...

Multiple scenario analysis What has probability distribution theory to offer

O'Brien, F.
Dyson, R.
Morris, C
Warwick Univ., Coventry (United Kingdom). Business School Research Bureau

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9261.954(WU-WBSRP--49) / BLDSC - Bri...

Bayesian inference for a random tessellation process

Blackwell, P.
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 2000

Revised versionAvailable from British Library Document Supply Centre-DSC:7769.086(no 485/98) / BLDSC...

Recent Literature on Lévy OU Inference

Hilmar Mai
Stochastic Volatility Modelling Barndorff-nielsen

January 2009

Ornstein-Uhlenbeck (OU) Process Let (Lt, t ≥ 0) be a Lévy process on (Ω,F, (Ft),P). For every a ∈ R ...

Inference making processes in reading

Cotter, C.A
Cambridge Univ. (United Kingdom)

January 1983

SIGLEAvailable from British Library Lending Division - LD:D53625/85 / BLDSC - British Library Docume...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Likelihood inference in processes of Ornstein-Uhlenbeck type

Valdivieso Serrano, Luis Hilmar

October 2007

In this thesis, the extension of the Ornstein-Uhlenbeck process is studied by first driving this mo...

Statistical inference for multidimensional scaling

Bell, P.W.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN039945 / BLDSC - British Library D...

The use of semi-parametric methods in achieving robuset inference

Passos, J.M. de Matos

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN010190 / BLDSC - British Library D...

Bayesian inference and signal processing

Fitzgerald, W
Cambridge Univ. (United Kingdom). Dept. of Engineering

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:9106.17(CUED/F-INFENG/TR--80) / BLDS...

Bayesian inference on non-stationary data

Amisano, G

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005846 / BLDSC - British Library D...

Inference-without-soothing in the presence of nonparametric autocorrelation

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/338) / BLDSC - British Li...

Modelling and inference for a class of doubly stochastic point processes

Wei, G

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:D186331 / BLDSC - British Library Do...

On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes

Bercu, Bernard
Proïa, Frédéric
Savy, Nicolas

January 2014

International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...

Implied probability distributions Estimation, testing and applications

Giamouridis, D.

January 2001

Available from British Library Document Supply Centre-DSC:DXN049287 / BLDSC - British Library Docume...

Semiparametric inference in seasonal and cyclical long memory processes

Arteche, J.
Robinson, P.M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(98/359) / BLDSC - British Li...

Multiple scenario analysis What has probability distribution theory to offer

O'Brien, F.
Dyson, R.
Morris, C
Warwick Univ., Coventry (United Kingdom). Business School Research Bureau

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9261.954(WU-WBSRP--49) / BLDSC - Bri...

Bayesian inference for a random tessellation process

Blackwell, P.
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 2000

Revised versionAvailable from British Library Document Supply Centre-DSC:7769.086(no 485/98) / BLDSC...

Recent Literature on Lévy OU Inference

Hilmar Mai
Stochastic Volatility Modelling Barndorff-nielsen

January 2009

Ornstein-Uhlenbeck (OU) Process Let (Lt, t ≥ 0) be a Lévy process on (Ω,F, (Ft),P). For every a ∈ R ...

Inference making processes in reading

Cotter, C.A
Cambridge Univ. (United Kingdom)

January 1983

SIGLEAvailable from British Library Lending Division - LD:D53625/85 / BLDSC - British Library Docume...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Likelihood inference in processes of Ornstein-Uhlenbeck type

Valdivieso Serrano, Luis Hilmar

October 2007

In this thesis, the extension of the Ornstein-Uhlenbeck process is studied by first driving this mo...

Statistical inference for multidimensional scaling

Bell, P.W.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN039945 / BLDSC - British Library D...

The use of semi-parametric methods in achieving robuset inference

Passos, J.M. de Matos

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN010190 / BLDSC - British Library D...

Bayesian inference and signal processing

Fitzgerald, W
Cambridge Univ. (United Kingdom). Dept. of Engineering

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:9106.17(CUED/F-INFENG/TR--80) / BLDS...

Bayesian inference on non-stationary data

Amisano, G

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005846 / BLDSC - British Library D...

Inference-without-soothing in the presence of nonparametric autocorrelation

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/338) / BLDSC - British Li...

Modelling and inference for a class of doubly stochastic point processes

Wei, G

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:D186331 / BLDSC - British Library Do...

On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes

Bercu, Bernard
Proïa, Frédéric
Savy, Nicolas

January 2014

International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...

Implied probability distributions Estimation, testing and applications

Giamouridis, D.

January 2001

Available from British Library Document Supply Centre-DSC:DXN049287 / BLDSC - British Library Docume...

Semiparametric inference in seasonal and cyclical long memory processes

Arteche, J.
Robinson, P.M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(98/359) / BLDSC - British Li...

Multiple scenario analysis What has probability distribution theory to offer

O'Brien, F.
Dyson, R.
Morris, C
Warwick Univ., Coventry (United Kingdom). Business School Research Bureau

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9261.954(WU-WBSRP--49) / BLDSC - Bri...

Bayesian inference for a random tessellation process

Blackwell, P.
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 2000

Revised versionAvailable from British Library Document Supply Centre-DSC:7769.086(no 485/98) / BLDSC...

Inference for Ornstein-Uhlenbeck processes in random environments

Abstract

Extracted data

Inference for Ornstein-Uhlenbeck processes in random environments

Abstract

Extracted data

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