ResearchTrend.AI
  • Communities
  • Connect sessions
  • AI calendar
  • Organizations
  • Join Slack
  • Contact Sales
Papers
Communities
Social Events
Terms and Conditions
Pricing
Contact Sales
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2026 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1701.07568
  4. Cited By
Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes
  with Fractional Noise

Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise

26 January 2017
Yong Chen
Yaozhong Hu
Zhi Wang
ArXiv (abs)PDFHTML

Papers citing "Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise"

5 / 5 papers shown
Asymptotic properties of parameter estimators in Vasicek model driven by
  tempered fractional Brownian motion
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
Y. Mishura
K. Ralchenko
O. Dehtiar
121
2
0
04 Jun 2024
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a
  general Gaussian noise with Hurst Parameter $H\in (0,\frac12)$
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter H∈(0,12)H\in (0,\frac12)H∈(0,21​)
Yong Chen
Hongjuan Zhou
Ying Li
130
26
0
30 Nov 2021
Parameter estimation for Vasicek model driven by a general Gaussian
  noise
Parameter estimation for Vasicek model driven by a general Gaussian noise
Yong Chen
100
4
0
20 Sep 2020
Estimation Of all parameters in the Fractional Ornstein-Uhlenbeck model
  under discrete observations
Estimation Of all parameters in the Fractional Ornstein-Uhlenbeck model under discrete observationsStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2020
El Mehdi Haress
Yaozhong Hu
161
13
0
10 Apr 2020
Lévy area of fractional Ornstein-Uhlenbeck process and parameter
  estimation
Lévy area of fractional Ornstein-Uhlenbeck process and parameter estimation
Z. Qian
Xingcheng Xu
184
2
0
29 Mar 2018
1
Page 1 of 1