Pages that link to "Item:Q2485787"
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The following pages link to Stochastic volatility and fractional Brownian motion (Q2485787):
Displayed 8 items.
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Estimation of the long memory parameter in stochastic volatility models by quadratic variations (Q4923219) (← links)