Matches in SemOpenAlex for { <https://semopenalex.org/work/W2127491466> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2127491466 endingPage "18" @default.
- W2127491466 startingPage "1" @default.
- W2127491466 abstract "The fractional Ornstein–Uhlenbeck process of the second kind (fOU2) is the solution of the Langevin equation dXt=−θXtdt+dYt(1),θ>0 with driving noise Yt(1):=∫0te−sdBas;at=Het/H where B is a fractional Brownian motion with Hurst parameter H∈(0, 1). In this article, in the case H>½, we prove that the least-squares estimator θˆT introduced in [Hu Y, Nualart D. Parameter estimation for fractional Ornstein–Uhlenbeck processes. Stat. Probab. Lett. 2010;80(11–12):1030–1038], provides a consistent estimator. Moreover, using central limit theorem for multiple Wiener integrals, we prove asymptotic normality of the estimator valid for the whole range H∈(½, 1)." @default.
- W2127491466 created "2016-06-24" @default.
- W2127491466 creator A5040524658 @default.
- W2127491466 creator A5043043592 @default.
- W2127491466 date "2013-12-04" @default.
- W2127491466 modified "2023-09-26" @default.
- W2127491466 title "Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind" @default.
- W2127491466 cites W1574322343 @default.
- W2127491466 cites W2003490810 @default.
- W2127491466 cites W2014903152 @default.
- W2127491466 cites W2019729788 @default.
- W2127491466 cites W2023137939 @default.
- W2127491466 cites W2028022601 @default.
- W2127491466 cites W2127436039 @default.
- W2127491466 cites W2317284062 @default.
- W2127491466 cites W4230104858 @default.
- W2127491466 cites W48692188 @default.
- W2127491466 doi "https://doi.org/10.1080/02331888.2013.863888" @default.
- W2127491466 hasPublicationYear "2013" @default.
- W2127491466 type Work @default.
- W2127491466 sameAs 2127491466 @default.
- W2127491466 citedByCount "22" @default.
- W2127491466 countsByYear W21274914662014 @default.
- W2127491466 countsByYear W21274914662016 @default.
- W2127491466 countsByYear W21274914662017 @default.
- W2127491466 countsByYear W21274914662018 @default.
- W2127491466 countsByYear W21274914662019 @default.
- W2127491466 countsByYear W21274914662020 @default.
- W2127491466 countsByYear W21274914662021 @default.
- W2127491466 countsByYear W21274914662023 @default.
- W2127491466 crossrefType "journal-article" @default.
- W2127491466 hasAuthorship W2127491466A5040524658 @default.
- W2127491466 hasAuthorship W2127491466A5043043592 @default.
- W2127491466 hasBestOaLocation W21274914662 @default.
- W2127491466 hasConcept C105795698 @default.
- W2127491466 hasConcept C108819105 @default.
- W2127491466 hasConcept C112401455 @default.
- W2127491466 hasConcept C121332964 @default.
- W2127491466 hasConcept C121864883 @default.
- W2127491466 hasConcept C134306372 @default.
- W2127491466 hasConcept C166785042 @default.
- W2127491466 hasConcept C185429906 @default.
- W2127491466 hasConcept C2777577648 @default.
- W2127491466 hasConcept C28826006 @default.
- W2127491466 hasConcept C31634936 @default.
- W2127491466 hasConcept C33923547 @default.
- W2127491466 hasConcept C60391097 @default.
- W2127491466 hasConcept C8272713 @default.
- W2127491466 hasConcept C96835011 @default.
- W2127491466 hasConceptScore W2127491466C105795698 @default.
- W2127491466 hasConceptScore W2127491466C108819105 @default.
- W2127491466 hasConceptScore W2127491466C112401455 @default.
- W2127491466 hasConceptScore W2127491466C121332964 @default.
- W2127491466 hasConceptScore W2127491466C121864883 @default.
- W2127491466 hasConceptScore W2127491466C134306372 @default.
- W2127491466 hasConceptScore W2127491466C166785042 @default.
- W2127491466 hasConceptScore W2127491466C185429906 @default.
- W2127491466 hasConceptScore W2127491466C2777577648 @default.
- W2127491466 hasConceptScore W2127491466C28826006 @default.
- W2127491466 hasConceptScore W2127491466C31634936 @default.
- W2127491466 hasConceptScore W2127491466C33923547 @default.
- W2127491466 hasConceptScore W2127491466C60391097 @default.
- W2127491466 hasConceptScore W2127491466C8272713 @default.
- W2127491466 hasConceptScore W2127491466C96835011 @default.
- W2127491466 hasFunder F4320310700 @default.
- W2127491466 hasIssue "1" @default.
- W2127491466 hasLocation W21274914661 @default.
- W2127491466 hasLocation W21274914662 @default.
- W2127491466 hasLocation W21274914663 @default.
- W2127491466 hasOpenAccess W2127491466 @default.
- W2127491466 hasPrimaryLocation W21274914661 @default.
- W2127491466 hasRelatedWork W2023137939 @default.
- W2127491466 hasRelatedWork W2062052461 @default.
- W2127491466 hasRelatedWork W2127491466 @default.
- W2127491466 hasRelatedWork W2582323637 @default.
- W2127491466 hasRelatedWork W2949171105 @default.
- W2127491466 hasRelatedWork W2949574879 @default.
- W2127491466 hasRelatedWork W2963610999 @default.
- W2127491466 hasRelatedWork W3024364149 @default.
- W2127491466 hasRelatedWork W3104661978 @default.
- W2127491466 hasRelatedWork W4299295832 @default.
- W2127491466 hasVolume "49" @default.
- W2127491466 isParatext "false" @default.
- W2127491466 isRetracted "false" @default.
- W2127491466 magId "2127491466" @default.
- W2127491466 workType "article" @default.