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- Publication Date of Publication Type Estimation of the Hurst parameter from continuous noisy data 2024-01-05 Paper https://portal.mardi4nfdi.de/entity/Q5039936...10 bytes (17 words) - 19:10, 8 December 2023
- Probability and Statistics 2014-09-05 Paper Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance 2013-01-09 Paper On the...10 bytes (16 words) - 03:44, 12 December 2023
- 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
- equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps 2024-01-05 Paper Numerical...10 bytes (16 words) - 23:31, 24 September 2023
- roadside surveys 2006-10-27 Paper A practical guide to measuring the Hurst parameter 2006-10-25 Paper https://portal.mardi4nfdi.de/entity/Q2776485 2003-02-25...10 bytes (19 words) - 08:08, 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
- series models 2020-05-13 Paper Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion 2019-07-11 Paper Non-parametric...10 bytes (18 words) - 18:20, 8 December 2023
- Brownian motions 2019-07-18 Paper Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter 2019-05-31 Paper Parabolic Anderson...10 bytes (16 words) - 07:43, 9 December 2023
- Paper Berry-Ess\'een bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H\in (0,1/2)$ 2018-10-04 Paper...10 bytes (16 words) - 02:56, 7 October 2023
- stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 2011-09-09 Paper Weak martingale representation for continuous Markov...10 bytes (16 words) - 14:21, 10 December 2023
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift 2020-04-01 Paper On comparison of the estimators of the Hurst index...10 bytes (16 words) - 11:24, 11 December 2023
- Convergence rate of multiple fractional Stratonovich type integral for Hurst parameter less than \(1/2\) 2012-06-01 Paper https://portal.mardi4nfdi.de/entity/Q2887347...10 bytes (16 words) - 04:02, 7 October 2023
- piecewise linear regression 2013-05-28 Paper Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes 2012-07-10 Paper Some convergence results...10 bytes (16 words) - 22:46, 9 December 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
- Controllability of neutral stochastic evolution equations driven by fBm with Hurst parameter less than 1/2 2022-02-08 Paper Global attracting set, exponential stability...10 bytes (17 words) - 15:21, 10 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 (17 words) - 04:08, 9 December 2023
