Pages that link to "Item:Q2929844"

The following pages link to DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844):

Displayed 2 items.

• Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) ‎ (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) ‎ (← links)