Statistical Inference for Stochastic Processes

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process

Marina Kleptsyna, Alain Breton · 2002 · 274 citations

Engineering, Industrial Engineering, Stochastic Processes +10

Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths

Jean‐François Coeurjolly · 2001 · 194 citations

Engineering, Business Economics, Stochastic Modeling +12

Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

Yasutaka Shimizu, Nakahiro Yoshida · 2006 · 138 citations

Engineering, Business Economics, Stochastic Modeling +12

Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models

Frédéric Ferraty, Ali Laksaci, Philippe Vieu · 2006 · 127 citations

Social Sciences, Biostatistics, Econometrics +8

Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter

Yaozhong Hu, David Nualart, Hongjuan Zhou · 2017 · 120 citations

Engineering, Meteorology, Financial Econometrics +15