Pages that link to "Item:Q5952141"
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The following pages link to Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (Q5952141):
Displayed 19 items.
- 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)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
- Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
- Calibrating fractional Vasicek model (Q6169355) (← links)
- Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)