Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331888.2010.541254
+Normal rank
@@ Property / OpenAlex ID @@
+W2132182720
@@ Property / OpenAlex ID: W2132182720 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage in fractional Brownian motion models
@@ Property / cites work: Arbitrage in fractional Brownian motion models / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motion, random walks and binary market models
+Normal rank
@@ Property / cites work @@
+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
+Normal rank
@@ Property / cites work @@
+Statistical aspects of the fractional stochastic calculus
+Normal rank
@@ Property / cites work @@
+Entropic aging and extreme value statistics
@@ Property / cites work: Entropic aging and extreme value statistics / rank @@
+Normal rank
@@ Property / cites work @@
+On the mixed fractional Brownian motion
@@ Property / cites work: On the mixed fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Estimators of long-memory: Fourier versus wavelets
+Normal rank
@@ Property / cites work @@
+Variations and estimators for self-similarity parameters via Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Q4658076
@@ Property / cites work: Q4658076 / rank @@
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform asymptotic normality of the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Central limit theorems for multiple stochastic integrals and Malliavin calculus
+Normal rank