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- Controllability of neutral stochastic evolution equations driven by fBm with Hurst parameter less than 1/2 2022-02-08 Paper The Averaging Principle for Stochastic...10 bytes (16 words) - 01:32, 25 September 2023
- of Publication Type Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4 2015-07-02 Paper Inviscid limit for 2D stochastic Navier-Stokes...10 bytes (16 words) - 08:20, 7 October 2023
- Competitive Learning Vector Quantization 2014-05-30 Paper Estimation of the Hurst parameter in some fractional processes 2013-06-03 Paper https://portal.mardi4nfdi...10 bytes (20 words) - 16:25, 6 October 2023
- of non-Gaussian long-range dependent processes and estimation of the Hurst parameter 2014-01-15 Paper Synthesis of multivariate stationary series with prescribed...10 bytes (16 words) - 10:55, 7 October 2023
- fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter 2019-08-28 Paper A novel saturated super-twisting algorithm 2019-02-27...10 bytes (16 words) - 13:55, 24 September 2023
- QUASILINEAR STOCHASTIC HEAT EQUATION DRIVEN BY A FRACTIONAL NOISE WITH HURST PARAMETER H ∈ (½, 1) 2013-07-24 Paper...10 bytes (18 words) - 19:57, 24 September 2023
- 2021-07-23 Paper Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise 2020-02-22 Paper Parameter estimation for fractional...10 bytes (16 words) - 22:33, 24 September 2023
- results of functional statistics 2013-06-24 Paper Estimation of the Hurst parameter in some fractional processes 2013-06-03 Paper Stochastic inverse problem...10 bytes (18 words) - 17:55, 11 December 2023
- 2020-11-05 Paper Hurst index estimation in stochastic differential equations driven by fractional Brownian motion 2020-08-06 Paper Parameter estimation for...10 bytes (16 words) - 08:34, 7 October 2023
- stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\) 2017-11-09 Paper Existence and Uniqueness of Mild...10 bytes (16 words) - 17:47, 11 December 2023
- Berry-Esseen bound for parameter estimation of SPDE with small noise 2018-08-14 Paper Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck...10 bytes (17 words) - 15:58, 8 December 2023
- algorithm on the Hurst parameter of discrete-time fractional Brownian motion 2017-09-08 Paper A minimum discrepancy estimator in parameter estimation 1999-11-21...10 bytes (16 words) - 00:32, 25 September 2023
- Dynamics of SPDEs driven by a small fractional Brownian motion with Hurst parameter larger than 1/2 2019-01-22 Paper On 3D Navier-Stokes equations: regularization...10 bytes (16 words) - 20:02, 8 December 2023
- divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) 2015-08-24 Paper Stochastic quadratic BSDE with...10 bytes (19 words) - 18:04, 11 December 2023
- Driven by Random Trials 2014-01-31 Paper Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance 2013-01-09 Paper A Central...10 bytes (17 words) - 20:59, 9 December 2023
- habitat with large carrying capacity 2024-03-27 Paper Estimation of the Hurst parameter from continuous noisy data 2024-01-05 Paper Linear Filtering with Fractional...10 bytes (16 words) - 04:08, 9 December 2023
- WIGNER INTEGRALS 2013-10-17 Paper Exact confidence intervals for the Hurst parameter of a fractional Brownian motion 2013-05-27 Paper https://portal.mardi4nfdi...10 bytes (18 words) - 18:57, 6 October 2023
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 2003-11-03 Paper Stochastic calculus with respect to...10 bytes (17 words) - 11:06, 24 September 2023
- Local-Stochastic Volatility Jump-Diffusion Models 2020-03-12 Paper Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach 2019-04-24...10 bytes (16 words) - 09:30, 6 October 2023
- evaluation of Brent’s crude oil market 2023-10-20 Paper Estimating the Hurst parameter in financial time series via heuristic approaches 2020-09-29 Paper Optimal...10 bytes (18 words) - 11:26, 6 October 2023
