Parameter estimation for fractional Ornstein–Uhlenbeck processes

[1]  Yaozhong Hu,et al.  Least squares estimator for Ornstein―Uhlenbeck processes driven by α-stable motions , 2009 .

[2]  B. Øksendal,et al.  Stochastic Calculus for Fractional Brownian Motion and Applications , 2008 .

[3]  Yaozhong Hu,et al.  Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions , 2007 .

[4]  D. Nualart,et al.  Central limit theorems for multiple stochastic integrals and Malliavin calculus , 2007, math/0703240.

[5]  Peter C. Kiessler,et al.  Statistical Inference for Ergodic Diffusion Processes , 2006 .

[6]  Yaozhong Hu.  Integral Transformations and Anticipative Calculus for Fractional Brownian Motions , 2005 .

[7]  D. Nualart,et al.  Central limit theorems for sequences of multiple stochastic integrals , 2005, math/0503598.

[8]  B. Øksendal,et al.  FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE , 2003 .

[9]  Patrick Cheridito,et al.  Fractional Ornstein-Uhlenbeck processes , 2003 .

[10]  A. Breton,et al.  Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process , 2002 .

[11]  A. Shiryayev,et al.  Statistics of Random Processes Ii: Applications , 2000 .

[12]  B. Pasik-Duncan,et al.  Stochastic Calculus for Fractional Brownian Motion I. Theory , 2000, SIAM J. Control. Optim..

[13]  A. Ruzmaikina.  Stochastic calculus with fractional Brownian motion , 1999 .

[14]  D. Nualart.  The Malliavin Calculus and Related Topics , 1995 .

[15]  A. Skorokhod.  On a generalization of the stochastic integral , 1976 .

[16]  James Pickands,et al.  Asymptotic properties of the maximum in a stationary Gaussian process. , 1969 .