Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936): Difference between revisions

@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation in stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
+Normal rank
@@ Property / cites work @@
+Occupation time limits of inhomogeneous Poisson systems of independent particles
+Normal rank
@@ Property / cites work @@
+Self-similar stable processes arising from high-density limits of occupation times of particle systems
+Normal rank
@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for α-Fractional Bridges
@@ Property / cites work: Parameter Estimation for α-Fractional Bridges / rank @@
+Normal rank
@@ Property / cites work @@
+CLT and other limit theorems for functionals of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Q4522401
@@ Property / cites work: Q4522401 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for multiple stochastic integrals and Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sequences of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric density estimation for functional data by delta sequences
+Normal rank
@@ Property / cites work @@
+Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets
+Normal rank
@@ Property / cites work @@
+Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Simulation and inference for stochastic differential equations. With R examples.
+Normal rank
@@ Property / cites work @@
+The quadratic covariation for a weighted fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
+Normal rank
@@ Property / cites work @@
+Statistical aspects of the fractional stochastic calculus
+Normal rank
@@ Property / cites work @@
+Some path properties of weighted-fractional Brownian motion
+Normal rank