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Local powers of least-squares-based test for panel fractional Ornstein–Uhlenbeck process Journal article
Tanaka, Katsuto, Xiao, Weilin, Yu, Jun. Local powers of least-squares-based test for panel fractional Ornstein–Uhlenbeck process[J]. Journal of Time Series Analysis, 2024.
Authors:  Tanaka, Katsuto;  Xiao, Weilin;  Yu, Jun
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.2/1.4 | Submit date：2024/10/10
Panel Fractional Ornstein–uhlenbeck Process  Least Squares  Asymptotic Distribution  Local Alternative  Local Power  
Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes Journal article
Wang,Ran, Xu,Lihu. Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes[J]. JOURNAL OF STATISTICAL PHYSICS, 2015, 160(5), 1336-1353.
Authors:  Wang,Ran;  Xu,Lihu
Favorite | TC[WOS]:8 TC[Scopus]:8  IF:1.3/1.5 | Submit date：2019/06/03
Central Limit Theorem  Entropy Production Rate  Functional Inequality  Law Of Iterated Logarithm  Moderate Deviation Principle  Ornstein–uhlenbeck Process