Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process

Katsuto Tanaka

doi:10.1007/s11203-014-9110-9

Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-014-9110-9 ◽

2014 ◽

Vol 18 (3) ◽

pp. 315-332 ◽

Cited By ~ 18

Author(s):

Katsuto Tanaka

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Uhlenbeck Process ◽

Ornstein Uhlenbeck Process

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Maximum Likelihood Estimation for the Fractional Ornstein-Uhlenbeck Process

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch14 ◽

2017 ◽

pp. 673-707

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Uhlenbeck Process ◽

Ornstein Uhlenbeck Process

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Sequential Maximum Likelihood Estimation for the Squared Radial Ornstein-Uhlenbeck Process

Methodology And Computing In Applied Probability ◽

10.1007/s11009-020-09821-x ◽

2020 ◽

Author(s):

Huantian Xie ◽

Nenghui Kuang

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Uhlenbeck Process ◽

Ornstein Uhlenbeck Process

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SEQUENTIAL SAMPLING AND MAXIMUM LIKELIHOOD ESTIMATION

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548240 ◽

1973 ◽

Vol 1 (6) ◽

pp. 567-568

Author(s):

R. L. Sielken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sequential Sampling ◽

Likelihood Estimation

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Approximate Maximum Likelihood Estimation Using a 3D GNSS Simulator for Positioning in MP/NLOS Conditions

Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017) ◽

10.33012/2017.15213 ◽

2017 ◽

Cited By ~ 2

Author(s):

Nabil Kbayer ◽

Mohamed Sahmoudi ◽

H�ctor Ortega ◽

C�dric Rouch

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Constrained Maximum Likelihood Estimation of Initial Population Statistics from an Ensemble of Kalman Smoother Estimates

10.23919/acc.1983.4788083 ◽

1983 ◽

Cited By ~ 1

Author(s):

David R. Haley ◽

David W. Porter ◽

William S. Levine

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Initial Population ◽

Population Statistics ◽

Kalman Smoother ◽

Constrained Maximum Likelihood Estimation ◽

Constrained Maximum Likelihood

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Restricted Maximum Likelihood Estimation of Heritabilities for Carcass Traits in the Base and Current Populations of Japanese Black Cattle

Nihon Chikusan Gakkaiho ◽

10.2508/chikusan.65.720 ◽

1994 ◽

Vol 65 (8) ◽

pp. 720-725 ◽

Cited By ~ 2

Author(s):

Kazuyuki MORIYA ◽

Taiji DOHOGO ◽

Yoshiyuki SASAKI

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Carcass Traits ◽

Likelihood Estimation ◽

Restricted Maximum Likelihood ◽

Japanese Black Cattle ◽

Restricted Maximum Likelihood Estimation

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Low order equivalent models of highly augmented aircraft determined from flight data using maximum likelihood estimation

10.2514/6.1980-1627 ◽

1980 ◽

Cited By ~ 2

Author(s):

M. SHAFER

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Flight Data ◽

Equivalent Models ◽

Low Order

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Robust Image Recognition Algorithm of Maximum Likelihood Estimation Sparse Representation Based on Class-related Neighbors Subspace

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2012.01420 ◽

2012 ◽

Vol 38 (9) ◽

pp. 1420

Author(s):

Zheng-Ping HU ◽

Shu-Fen SONG

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sparse Representation ◽

Image Recognition ◽

Likelihood Estimation ◽

Recognition Algorithm ◽

Robust Image

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Warm'sweighted maximum likelihood estimation of latent trait in the four-parameter logistic model

Acta Psychologica Sinica ◽

10.3724/sp.j.1041.2016.01047 ◽

2016 ◽

Vol 48 (8) ◽

pp. 1047 ◽

Cited By ~ 1

Author(s):

Xiangbin MENG ◽

Jian TAO ◽

Shali CHEN

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Logistic Model ◽

Latent Trait ◽

Likelihood Estimation

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Improved Multichannel InSAR Height Reconstruction Method Based on Maximum Likelihood Estimation

JOURNAL OF ELECTRONICS INFORMATION TECHNOLOGY ◽

10.3724/sp.j.1146.2012.01530 ◽

2014 ◽

Vol 35 (9) ◽

pp. 2161-2167

Author(s):

Zhi-hui Yuan ◽

Yun-kai Deng ◽

Fei Li ◽

Yu Wang ◽

Gang Liu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Reconstruction Method

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