Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process

5 references·6 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1999An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions401 cited
2010Parameter estimation for fractional Ornstein–Uhlenbeck processes299 cited
2002Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process267 cited
2006Transformation formulas for fractional Brownian motion82 cited
2009Asymptotic properties of MLE for partially observed fractional diffusion system55 cited

Cited by

2013Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process45 cited
2014Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind43 cited
2023Moderate Deviations for Parameter Estimation in the Fractional Ornstein-Uhlenbeck Processes with Periodic Mean36 cited
2014Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process35 cited
2011Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling34 cited
2016Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work