14 citations · 49 across the 22 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
math.PR2020
Sturm-Liouville Theory and Decay Parameter for Quadratic Markov Branching Processes
Anyue Chen, Yong Chen, Wujun Gao +1
For a quadratic Markov branching process (QMBP), we show that the decay parameter is equal to the first eigenvalue of a Sturm-Liouville operator associated with the PDE that the ge…
math.ST2020
Parameter estimation for Vasicek model driven by a general Gaussian noise
Xingzhi Pei
This paper developed an inference problem for Vasicek model driven by a general Gaussian process. We construct a least squares estimator and a moment estimator for the drift parame…
math.PR2020★ 1 cited
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise
Yong Chen, Hongjuan Zhou
In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process . The second order m…