Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008): Difference between revisions

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+Maximum-likelihood estimators and random walks in long memory models
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+Q3149666
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
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+Q4811448
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+Q4947392
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+Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
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+Fractional Brownian motion, random walks and binary market models
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+Parameter estimation for stochastic equations with additive fractional Brownian sheet
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+Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
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+Statistical aspects of the fractional stochastic calculus
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+Variations and estimators for self-similarity parameters via Malliavin calculus
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