Jiang, Hui; Liu, Junfeng; Wang, Shaochen Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein-Uhlenbeck process. (English) Zbl 1419.62212 Stoch. Dyn. 19, No. 3, Article ID 1950018, 29 p. (2019). MSC: 62M05 62F12 60G22 60F10 62F25 PDFBibTeX XMLCite \textit{H. Jiang} et al., Stoch. Dyn. 19, No. 3, Article ID 1950018, 29 p. (2019; Zbl 1419.62212) Full Text: DOI
Jiang, Hui; Xie, Chen Asymptotic behaviours for the trajectory fitting estimator in Ornstein-Uhlenbeck process with linear drift. (English) Zbl 1335.62151 Stochastics 88, No. 3, 336-352 (2016). MSC: 62N02 60F15 60G50 PDFBibTeX XMLCite \textit{H. Jiang} and \textit{C. Xie}, Stochastics 88, No. 3, 336--352 (2016; Zbl 1335.62151) Full Text: DOI
Major, Péter Estimation of multiple random integrals and \(U\)-statistics. (English) Zbl 1263.62091 Mosc. Math. J. 10, No. 4, 747-763 (2010). Reviewer: Neville Weber (Sydney) MSC: 62G32 60H15 60F10 62G07 62G99 60E15 PDFBibTeX XMLCite \textit{P. Major}, Mosc. Math. J. 10, No. 4, 747--763 (2010; Zbl 1263.62091) Full Text: Link
Major, Péter Tail behaviour of multiple random integrals and \(U\)-statistics. (English) Zbl 1189.60061 Probab. Surv. 2, 448-505 (2005). MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{P. Major}, Probab. Surv. 2, 448--505 (2005; Zbl 1189.60061) Full Text: DOI arXiv EuDML