Pages that link to "Item:Q2946099"
From MaRDI portal
The following pages link to Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099):
Displaying 4 items.
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
- Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
