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求文献Parameter estimation of the fractional Ornstein–Uhlenbeck process based
3 个回复 - 186 次查看【作者(必填)】Janczura J, Magdziarz M, Metzler R. 【文题(必填)】Parameter estimation of the fractional Ornstein–Uhlenbeck process based on quadratic variation 【年份(必填)】 Chaos: An Interdisc ...2023-11-22 00:04 - weilinhy - 求助成功区

求助On the simulation and estimation of the mean-reverting Ornstein-uhlenbeck pr
2 个回复 - 661 次查看【作者(必填)】Smith W 【文题(必填)】On the simulation and estimation of the mean-reverting Ornstein-uhlenbeck process 【年份(必填)】2010 【全文链接或数据库名称(选填)】 Commodities Markets and ...2017-9-12 16:51 - 地下爆菊 - 求助成功区

求 Parameter estimation for a bidimensional partially observed Ornstein–Uhlenbe
2 个回复 - 472 次查看【作者(必填)】Favetto B, Samson A. 【文题(必填)】 Parameter estimation for a bidimensional partially observed Ornstein–Uhlenbeck process with biological application[J 【年份(必填)】2010 【全 ...2016-11-23 23:49 - weilinhy - 求助成功区

求 Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenb
1 个回复 - 585 次查看【作者(必填)】K. Tanaka, 【文题(必填)】 Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process, 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Stat. Infer ...2016-6-6 23:24 - weilinhy - 求助成功区