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Parameter Estimation in Stochastic Differential Equations · Study

BookParameter Estimation in Stochastic Differential Equations

Jaya P. N. Bishwal2007

Book2007

Parameter Estimation in Stochastic Differential Equations

Jaya P. N. Bishwal

247 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Control Systems and Identification Nonlinear Differential Equations Analysis

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2013Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process 2009Parameter estimation for mechanical systems via an explicit representation of uncertainty 2013Least squares estimators for discretely observed stochastic processes driven by small Lévy noises 2010Drift estimation for a periodic mean reversion process 2020Drift estimation for discretely sampled SPDEs 2011Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling 2011Sequential maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes 2017Asymptotic Behaviour of the Trajectory Fitting Estimator for Reflected Ornstein–Uhlenbeck Processes

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Year2007

Typebook

Published2007-09-25

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations247

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-74448-1

openalex_workW1223110754

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