Pages that link to "Item:Q2518313"
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The following pages link to On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313):
Displayed 39 items.
- Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204) (← links)
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (Q615932) (← links)
- Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)
- Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
- An approximation to the subfractional Brownian sheet using martingale differences (Q2017436) (← links)
- Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind (Q2062455) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- On the collision local time of sub-fractional Brownian motions (Q2267606) (← links)
- Approximation of solutions of the stochastic wave equation by using the Fourier series (Q2326516) (← links)
- Random walks and subfractional Brownian motion (Q2815969) (← links)
- The Lower Classes of the Sub-Fractional Brownian Motion (Q2914789) (← links)
- On some maximal and integral inequalities for sub-fractional Brownian motion (Q2974042) (← links)
- Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
- (Q3303406) (← links)
- The equation for vibrations of a fixed string driven by a general stochastic measure (Q3386925) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
- Averaging principle for equation driven by a stochastic measure (Q5087032) (← links)
- Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (Q5164680) (← links)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
- Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
- An Approximation of Subfractional Brownian Motion (Q5419689) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Transport equation driven by a stochastic measure (Q6157634) (← links)
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
- The Burgers equation driven by a stochastic measure (Q6166246) (← links)
- An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) (← links)