Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). (English) Zbl 1326.60048 Electron. J. Stat. 9, No. 2, 1799-1825 (2015). MSC: 60G22 62F10 62F12 60F15 60F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gning, Lucien Diégane; Pierre-Loti-Viaud, Daniel On the existence of maximum likelihood estimators in Poisson-gamma HGLM and negative binomial regression model. (English) Zbl 1293.62142 Electron. J. Stat. 7, 2577-2594 (2013). MSC: 62J02 62F10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid