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Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
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Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise (2017)Parameter Estimation of Complex Fractiona…Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)Parameter estimation for frac…Central limit theorems for multiple stochastic integrals and Malliavin calculus (2007)Central limit theorems for mu…Complex Multiple Wiener Integral (1952)Complex Multiple Wiener Integ…Parameter Estimation for an Ornstein-Uhlenbeck Process Driven by a General Gaussian Noise (2021)Parameter Estimation for an O…Multiple Wiener Integral (1951)Lévy Brownian Motion for Several Parameters and Generalized White Noise (1957)On stationary solutions of a stochastic differential equation (1964)Un Cours sur les Intégrales Stochastiques (2002)Central limit theorems for sequences of multiple stochastic integrals (2005)The Malliavin Calculus and Related Topics (2006)Stein’s method on Wiener chaos (2008)Stein’s method and Normal approximation of Poisson functionals (2010)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Stochastic Calculus for Fractional Brownian Motion and Applications (2008)Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation (2011)Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017)Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process (2021)Quadratic variations and estimation of the local Hölder index of a Gaussian process (1997)Statistics of Random Processes (2001)
this work references cited by second hop

References

  • 2010Parameter estimation for fractional Ornstein–Uhlenbeck processes299 cited
  • 2007Central limit theorems for multiple stochastic integrals and Malliavin calculus221 cited
  • 1952Complex Multiple Wiener Integral202 cited

Cited by

  • 2021Parameter Estimation for an Ornstein-Uhlenbeck Process Driven by a General Gaussian Noise19 cited

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