Pages that link to "Item:Q1680119"

The following pages link to Parameter estimation in fractional diffusion models (Q1680119):

Displaying 24 items.

• Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244) (← links)
• Divergence of an integral of a process with small ball estimate (Q2132525) (← links)
• Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
• Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
• An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
• Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056) (← links)
• CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation (Q2218146) (← links)
• Note on AR(1)-characterisation of stationary processes and model fitting (Q2326539) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
• Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
• A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion (Q5155321) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• On the non-commutative multifractional Brownian motion (Q5876135) (← links)
• Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise (Q6059024) (← links)
• Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)
• Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
• Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) (Q6152268) (← links)
• Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
• On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE (Q6493984) (← links)
• Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)