Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167): 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/10.1007/s10463-013-0439-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2024421402
@@ Property / OpenAlex ID: W2024421402 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum-likelihood estimators and random walks in long memory models
+Normal rank
@@ Property / cites work @@
+Drift parameter estimation in fractional diffusions driven by perturbed random walks
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motion, random walks and binary market models
+Normal rank
@@ Property / cites work @@
+Parameter estimation for stochastic equations with additive fractional Brownian sheet
+Normal rank
@@ Property / cites work @@
+Statistical aspects of the fractional stochastic calculus
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2255167