FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2779341337> ?p ?o ?g. }

• W2779341337 abstract "Let $Z$ denote a Hermite process of order $q geq 1$ and self-similarity parameter $H in (frac{1}{2}, 1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $qgeq 2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $dX_t = a(b - X_t)dt +dZ_t$. Here, $a > 0$ and $b in mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations." @default.
• W2779341337 created "2018-01-05" @default.
• W2779341337 creator A5018028481 @default.
• W2779341337 creator A5075482281 @default.
• W2779341337 date "2017-12-16" @default.
• W2779341337 modified "2023-09-27" @default.
• W2779341337 title "Statistical inference for Vasicek-type model driven by Hermite processes" @default.
• W2779341337 cites W1487597787 @default.
• W2779341337 cites W1503353587 @default.
• W2779341337 cites W1634894495 @default.
• W2779341337 cites W1990795692 @default.
• W2779341337 cites W2006792059 @default.
• W2779341337 cites W2013134717 @default.
• W2779341337 cites W2022178019 @default.
• W2779341337 cites W2023137939 @default.
• W2779341337 cites W2124984528 @default.
• W2779341337 cites W2132036934 @default.
• W2779341337 cites W2153046312 @default.
• W2779341337 cites W2543407636 @default.
• W2779341337 cites W2591972302 @default.
• W2779341337 cites W2963283160 @default.
• W2779341337 cites W2963296412 @default.
• W2779341337 cites W2963676829 @default.
• W2779341337 cites W2963949565 @default.
• W2779341337 cites W3124875579 @default.
• W2779341337 cites W48692188 @default.
• W2779341337 cites W629086490 @default.
• W2779341337 hasPublicationYear "2017" @default.
• W2779341337 type Work @default.
• W2779341337 sameAs 2779341337 @default.
• W2779341337 citedByCount "0" @default.
• W2779341337 crossrefType "posted-content" @default.
• W2779341337 hasAuthorship W2779341337A5018028481 @default.
• W2779341337 hasAuthorship W2779341337A5075482281 @default.
• W2779341337 hasConcept C10138342 @default.
• W2779341337 hasConcept C105795698 @default.
• W2779341337 hasConcept C108408018 @default.
• W2779341337 hasConcept C108819105 @default.
• W2779341337 hasConcept C112401455 @default.
• W2779341337 hasConcept C114614502 @default.
• W2779341337 hasConcept C118615104 @default.
• W2779341337 hasConcept C121332964 @default.
• W2779341337 hasConcept C121864883 @default.
• W2779341337 hasConcept C134306372 @default.
• W2779341337 hasConcept C162324750 @default.
• W2779341337 hasConcept C182306322 @default.
• W2779341337 hasConcept C185429906 @default.
• W2779341337 hasConcept C18903297 @default.
• W2779341337 hasConcept C201362023 @default.
• W2779341337 hasConcept C201608381 @default.
• W2779341337 hasConcept C2776436953 @default.
• W2779341337 hasConcept C2777299769 @default.
• W2779341337 hasConcept C2778113609 @default.
• W2779341337 hasConcept C31388003 @default.
• W2779341337 hasConcept C33923547 @default.
• W2779341337 hasConcept C37914503 @default.
• W2779341337 hasConcept C62520636 @default.
• W2779341337 hasConcept C69738904 @default.
• W2779341337 hasConcept C86803240 @default.
• W2779341337 hasConceptScore W2779341337C10138342 @default.
• W2779341337 hasConceptScore W2779341337C105795698 @default.
• W2779341337 hasConceptScore W2779341337C108408018 @default.
• W2779341337 hasConceptScore W2779341337C108819105 @default.
• W2779341337 hasConceptScore W2779341337C112401455 @default.
• W2779341337 hasConceptScore W2779341337C114614502 @default.
• W2779341337 hasConceptScore W2779341337C118615104 @default.
• W2779341337 hasConceptScore W2779341337C121332964 @default.
• W2779341337 hasConceptScore W2779341337C121864883 @default.
• W2779341337 hasConceptScore W2779341337C134306372 @default.
• W2779341337 hasConceptScore W2779341337C162324750 @default.
• W2779341337 hasConceptScore W2779341337C182306322 @default.
• W2779341337 hasConceptScore W2779341337C185429906 @default.
• W2779341337 hasConceptScore W2779341337C18903297 @default.
• W2779341337 hasConceptScore W2779341337C201362023 @default.
• W2779341337 hasConceptScore W2779341337C201608381 @default.
• W2779341337 hasConceptScore W2779341337C2776436953 @default.
• W2779341337 hasConceptScore W2779341337C2777299769 @default.
• W2779341337 hasConceptScore W2779341337C2778113609 @default.
• W2779341337 hasConceptScore W2779341337C31388003 @default.
• W2779341337 hasConceptScore W2779341337C33923547 @default.
• W2779341337 hasConceptScore W2779341337C37914503 @default.
• W2779341337 hasConceptScore W2779341337C62520636 @default.
• W2779341337 hasConceptScore W2779341337C69738904 @default.
• W2779341337 hasConceptScore W2779341337C86803240 @default.
• W2779341337 hasLocation W27793413371 @default.
• W2779341337 hasOpenAccess W2779341337 @default.
• W2779341337 hasPrimaryLocation W27793413371 @default.
• W2779341337 hasRelatedWork W1892098972 @default.
• W2779341337 hasRelatedWork W1984629873 @default.
• W2779341337 hasRelatedWork W2048716730 @default.
• W2779341337 hasRelatedWork W2486259502 @default.
• W2779341337 hasRelatedWork W2505402530 @default.
• W2779341337 hasRelatedWork W2788448347 @default.
• W2779341337 hasRelatedWork W2806444439 @default.
• W2779341337 hasRelatedWork W2952549248 @default.
• W2779341337 hasRelatedWork W2952585357 @default.
• W2779341337 hasRelatedWork W2963676829 @default.
• W2779341337 hasRelatedWork W2963969931 @default.
• W2779341337 hasRelatedWork W2994595299 @default.
• W2779341337 hasRelatedWork W3005799096 @default.

• next