Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250): Difference between revisions

@@ Property / DOI @@
-.1515/rose-2020-2032
@@ Property / DOI: 10.1515/rose-2020-2032 / rank @@
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@@ Property / author @@
+B. L. S. Prakasa Rao
@@ Property / author: B. L. S. Prakasa Rao / rank @@
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@@ 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/10.1515/rose-2020-2032
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@@ Property / OpenAlex ID @@
+W3028803716
@@ Property / OpenAlex ID: W3028803716 / rank @@
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@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
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+A series expansion of fractional Brownian motion
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+Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
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+Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation
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+Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk
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+On the exponentials of fractional Ornstein-Uhlenbeck processes
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+Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
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+On some maximal and integral inequalities for sub-fractional Brownian motion
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+Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
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+Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion
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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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@@ Property / DOI @@
+.1515/ROSE-2020-2032
@@ Property / DOI: 10.1515/ROSE-2020-2032 / rank @@
+Normal rank