Pages that link to "Item:Q2419663"

The following pages link to Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663):

Displayed 7 items.

• High-frequency analysis of parabolic stochastic PDEs (Q2196213) ‎ (← links)
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) ‎ (← links)
• One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) ‎ (← links)
• (Q5879927) ‎ (← links)
• Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) ‎ (← links)
• Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) ‎ (← links)
• Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) ‎ (← links)