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Research article

First published 2006-3

Modeling of Material Wastage by Ornstein-Uhlenbeck Process

Ratan Dasgupta

Calcutta Statistical Association Bulletin

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Research article

First published 2025-11

An Analysis of Logarithmic Return Using Threshold Regression Based on the Ornstein–Uhlenbeck Process

Siwarak Sawongnam, Jiraphan Suntornchost

Risk and Decision Analysis

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Research article

First published 2023-11

Quantile estimation in fractional Levy Ornstein-Uhlenbeck processes

Jaya P.N. Bishwal

Model Assisted Statistics and Applications

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Research article

First published 2018-6-21

A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process

Farzad Alavi Fard, Armin Pourkhanali, Malick Sy

Algorithmic Finance

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Research article

First published 1995-9

Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process

J. P. N. Bishwal, Arup Bose

Calcutta Statistical Association Bulletin

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Research article

First published 2012-11

Least squares estimators for nearly unstable processes for functionals of long-memory noises

Ngai Hang Chan, Wei Wei Liu

Risk and Decision Analysis

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Research article

First published 2012-04

Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity

Wolfgang Karl Hrdle, Maria Osipenko

The Energy Journal

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Research article

First published 2017-9

Analyzing Repeated Measurements while Accounting for Derivative Tracking,Varying Within-subject Variance,and Autocorrelation: The Xtmixediou Command

Rachael A. Hughes, Michael G. Kenward, Jonathan A. C. Sterne [...]

The Stata Journal: Promoting communications on statistics and Stata

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Research article

First published 2008-3

Convergence Rates of Two Sample U -Statistics in Non IID Case

Ratan Dasgupta

Calcutta Statistical Association Bulletin

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Research article

First published 2011-2

On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion

Kęstutis Kubilius, Dmitrij Melichov

Informatica: An International Journal of Computing and Informatics

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