Non parametric estimation for fractional diffusion processes with random effects (Q5384666): Difference between revisions

@@ Property / arXiv ID @@
+.05547
@@ Property / arXiv ID: 1901.05547 / rank @@
+Normal rank
@@ Property / cites work @@
+Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Fractional Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Q4828192
@@ Property / cites work: Q4828192 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion
+Normal rank
@@ Property / cites work @@
+Statistical aspects of the fractional stochastic calculus
+Normal rank
@@ Property / cites work @@
+Q3330343
@@ Property / cites work: Q3330343 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation in stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Comparison of nonparametric methods in nonlinear mixed effects models
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
+Normal rank
@@ Property / cites work @@
+Q3434070
@@ Property / cites work: Q3434070 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3580524
@@ Property / cites work: Q3580524 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
+Normal rank
@@ Property / cites work @@
+Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Mixed-Effects Models
@@ Property / cites work: Stochastic Differential Mixed-Effects Models / rank @@
+Normal rank
@@ Property / cites work @@
+Practical estimation of high dimensional stochastic differential mixed-effects models
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q3336497
@@ Property / cites work: Q3336497 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128307139
@@ Property / Wikidata QID: Q128307139 / rank @@
+Normal rank