Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806): Difference between revisions

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+Bing-quan Liu
@@ Property / author: Bing-quan Liu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00362-016-0795-2
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+W2472823159
@@ Property / OpenAlex ID: W2472823159 / rank @@
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@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
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@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
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+Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data
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+α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
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+Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
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+Sub-fractional Brownian motion and its relation to occupation times
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+Parameter Estimation for α-Fractional Bridges
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+Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift
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+On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
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+Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
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+The Malliavin Calculus and Related Topics
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+Stochastic integration with respect to the sub-fractional Brownian motion with
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+Remarks on an integral functional driven by sub-fractional Brownian motion
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+On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model
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+Some properties of the sub-fractional Brownian motion
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+On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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