Shen, Guangjun; Tang, Zheng; Yin, Xiuwei Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion. (English) Zbl 1495.60025 Stochastics 94, No. 4, 537-558 (2022). MSC: 60G22 62F12 62M05 60F05 PDFBibTeX XMLCite \textit{G. Shen} et al., Stochastics 94, No. 4, 537--558 (2022; Zbl 1495.60025) Full Text: DOI
Kříž, Pavel; Maslowski, Bohdan Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations. (English) Zbl 1495.60010 Stochastics 91, No. 8, 1109-1140 (2019). MSC: 60F05 60H15 60G22 PDFBibTeX XMLCite \textit{P. Kříž} and \textit{B. Maslowski}, Stochastics 91, No. 8, 1109--1140 (2019; Zbl 1495.60010) Full Text: DOI arXiv
Fukasawa, Masaaki; Takabatake, Tetsuya Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations. (English) Zbl 1466.62382 Bernoulli 25, No. 3, 1870-1900 (2019). MSC: 62M09 62F12 62M15 60G18 60G22 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{T. Takabatake}, Bernoulli 25, No. 3, 1870--1900 (2019; Zbl 1466.62382) Full Text: DOI arXiv Euclid
Masuda, Hiroki; Uehara, Yuma Two-step estimation of ergodic Lévy driven SDE. (English) Zbl 1369.62216 Stat. Inference Stoch. Process. 20, No. 1, 105-137 (2017). MSC: 62M09 60G51 60H10 PDFBibTeX XMLCite \textit{H. Masuda} and \textit{Y. Uehara}, Stat. Inference Stoch. Process. 20, No. 1, 105--137 (2017; Zbl 1369.62216) Full Text: DOI arXiv