Pages that link to "Item:Q317498"
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The following pages link to Mixed Gaussian processes: a filtering approach (Q317498):
Displaying 15 items.
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
- On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes (Q1649133) (← links)
- Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Persistence probabilities of mixed FBM and other mixed processes (Q5054703) (← links)
- Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
- Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
- Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)
