Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783): Difference between revisions

@@ Property / author @@
-Mahendra Nath Mishra
@@ Property / author: Mahendra Nath Mishra / rank @@
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@@ Property / author @@
+Mahendra Nath Mishra
@@ Property / author: Mahendra Nath Mishra / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11203-010-9051-x
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@@ Property / OpenAlex ID @@
+W2081784806
@@ Property / OpenAlex ID: W2081784806 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3894827
@@ Property / cites work: Q3894827 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Q3330343
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+Q4841576
@@ Property / cites work: Q4841576 / rank @@
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+Statistical inference for ergodic diffusion processes.
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+Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
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+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828192
@@ Property / cites work: Q4828192 / rank @@
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+Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Fractional Diffusion Processes
+Normal rank