Pages that link to "Item:Q5952141"

The following pages link to Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (Q5952141):

Displaying 33 items.

• Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486) (← links)
• A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities (Q2414851) (← links)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
• Nonparametric inference for fractional diffusion (Q2448715) (← links)
• A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
• Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
• A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
• The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes (Q2807623) (← links)
• HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET (Q2905264) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857) (← links)
• Volatility is rough (Q4554473) (← links)
• Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938) (← links)
• Estimation of the long memory parameter in stochastic volatility models by quadratic variations (Q4923219) (← links)
• On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
• Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
• Continuity in law of some additive functionals of bifractional Brownian motion (Q5086438) (← links)
• Estimation of the multifractional function and the stability index of linear multifractional stable processes (Q5110206) (← links)
• Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)
• HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
• Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)
• Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)
• On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
• Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
• Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
• Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)