Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1687-1847
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion ; volume:2017 ; number:1 ; day:23 ; month:11 ; year:2017 ; pages:1-16 ; date:12.2017
Advances in difference equations ; 2017, Heft 1 (23.11.2017), 1-16, 12.2017
- Classification
-
Mathematik
- Creator
-
Cheng, Panhong
- Contributor
-
Shen, Guangjun
Chen, Qin
SpringerLink (Online service)
- DOI
-
10.1186/s13662-017-1420-y
- URN
-
urn:nbn:de:1111-201801253139
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:58 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Cheng, Panhong
- Shen, Guangjun
- Chen, Qin
- SpringerLink (Online service)
Other Objects (12)
Some properties of isotropic Brownian and Ornstein-Uhlenbeck flows
Optimal stable Ornstein–Uhlenbeck regression
Generalized Ornstein-Uhlenbeck Processes and Extensions
Brownian motion in non-equilibrium systems and the Ornstein-Uhlenbeck stochastic process
Pointwise approximation of coupled Ornstein-Uhlenbeck processes
Valorización de opciones reales: modelo Ornstein-Uhlenbeck
Well-balanced Lévy driven Ornstein-Uhlenbeck processes
Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes
Oszillierende Ornstein-Uhlenbeck Prozesse und Modellierung von Elektrizitätspreisen
Likelihood theory for the graph Ornstein-Uhlenbeck process
Analytical Survival Analysis of the Ornstein–Uhlenbeck Process
Fast simulation of tempered stable Ornstein–Uhlenbeck processes
Some properties of isotropic Brownian and Ornstein-Uhlenbeck flows
Optimal stable Ornstein–Uhlenbeck regression
Generalized Ornstein-Uhlenbeck Processes and Extensions
Brownian motion in non-equilibrium systems and the Ornstein-Uhlenbeck stochastic process
Pointwise approximation of coupled Ornstein-Uhlenbeck processes
Valorización de opciones reales: modelo Ornstein-Uhlenbeck
Well-balanced Lévy driven Ornstein-Uhlenbeck processes
Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes
Oszillierende Ornstein-Uhlenbeck Prozesse und Modellierung von Elektrizitätspreisen
Likelihood theory for the graph Ornstein-Uhlenbeck process
Analytical Survival Analysis of the Ornstein–Uhlenbeck Process
Fast simulation of tempered stable Ornstein–Uhlenbeck processes
Some properties of isotropic Brownian and Ornstein-Uhlenbeck flows
Optimal stable Ornstein–Uhlenbeck regression
Generalized Ornstein-Uhlenbeck Processes and Extensions
Brownian motion in non-equilibrium systems and the Ornstein-Uhlenbeck stochastic process
Pointwise approximation of coupled Ornstein-Uhlenbeck processes
Valorización de opciones reales: modelo Ornstein-Uhlenbeck
Well-balanced Lévy driven Ornstein-Uhlenbeck processes
Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes
Oszillierende Ornstein-Uhlenbeck Prozesse und Modellierung von Elektrizitätspreisen
Likelihood theory for the graph Ornstein-Uhlenbeck process
Analytical Survival Analysis of the Ornstein–Uhlenbeck Process