Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes

Author:

Dehay Dominique

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion;Statistics & Probability Letters;2024-11

2. On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients;Statistical Inference for Stochastic Processes;2022-01-18

3. On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients;Stochastics and Partial Differential Equations: Analysis and Computations;2021-10-29

4. Characterization of stochastic processes;Cyclostationary Processes and Time Series;2020

5. Bibliography;Cyclostationary Processes and Time Series;2020

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