Parameter estimation of stochastic differential equation driven by small fractional noise (Q5095847): Difference between revisions

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+Statistical inference for ergodic diffusion processes.
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+An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter
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+Information criteria for small diffusions via the theory of Malliavin-Watanabe
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+Conditional expansions and their applications.
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+Regularization of differential equations by fractional noise.
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+Differential equations driven by fractional Brownian motion
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