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Stationary Gaussian process
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Affine stochastic delay differential equation
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Term structure of futures price
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Statistical Inference for Stochastic Processes
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An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
Tan, Zhongquan
- In:
Statistics & Probability Letters
83
(
2013
)
9
,
pp. 2135-2141
Let {X(t),t≥0} be a continuous mean square differentiable
stationary
Gaussian
process
. Under some mild restrictions on …
Persistent link: https://www.econbiz.de/10011039927
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2
On estimation of delay location
Gushchin, Alexander
;
Küchler, Uwe
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
3
,
pp. 273-305
Persistent link: https://www.econbiz.de/10009325265
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3
A Class of Gaussian Hybrid Processes for Modeling Financial Markets
Itoh, Yasuyuki
- In:
Asia-Pacific Financial Markets
14
(
2007
)
3
,
pp. 185-199
Persistent link: https://www.econbiz.de/10005727117
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4
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
Reiß, Markus
- In:
Statistical Inference for Stochastic Processes
5
(
2002
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10005169135
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