Ornstein-Uhlenbeck相关论文
MARTINGALE REPRESENTATION AND LOGARITHMIC-SOBOLEV INEQUALITY FOR THE FRACTIONAL ORNSTEIN-UHLENBECK M
In this paper,we consider the measure determined by a fractional OrnsteinUhlenbeck process.For such a measure,we establi......
本文首先在后代律和移民律满足一定假设条件下证明了一列带移民GaltonWatson分支过程的高密度波动极限是一个Ornstein-Uhlenbeck型......
假设股票价格遵循分数布朗运动和复合泊松过程驱动的随机微分方程,短期利率服从Hull-White模型,建立了随机利率情形下的分数跳扩散......
假设股票价格遵循分数布朗运动和复合泊松过程驱动的随机微分方程,短期利率服从Hull-White模型,建立了随机利率情形下的分数跳扩散......
In this paper,we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional cen......
Stability of Stochastic Logistic Model with Ornstein-Uhlenbeck Process for Cell Growth of Microorgan
Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First,......
The drift parameter estimation problem of the complex Ornstein-Uhlenbeck process driven by a complexα-stable motion is ......
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LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN
In this article, we study a least squares estimator（LSE） of θ for the OrnsteinUhlenbeck process X0=0, dXt =θXtdt + dBta,......
LEAST SQUARES TYPE ESTIMATION FOR DISCRETELY OBSERVED NON-ERGODIC GAUSSIAN ORNSTEIN-UHLENBECK PROCES
In this article, we consider the drift parameter estimation problem for the nonergodic Ornstein-Uhlenbeck process define......
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Asymptotic Properties of Estimators for Ornstein-Uhlenbeck Processes with Small Symmetricα-Stable Mo
The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmet......
采用沪深300股指期货当月连续合约与次月连续合约的1min高频数据，借鉴组合思想，引入伯努利随机变量，将GARCH（广义自回归条件异方差模型......
