Pages that link to "Item:Q423299"

The following pages link to Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299):

Displaying 25 items.

• Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
• Effective signal extraction via local polynomial approximation under long-range dependency conditions (Q722283) (← 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)
• Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210) (← links)
• Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (Q1720241) (← links)
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
• Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
• Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
• Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
• Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099) (← links)
• Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
• Nonparametric estimation for small fractional diffusion processes with random effects (Q4964392) (← links)
• Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
• Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
• Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
• Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
• Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time (Q5299580) (← links)
• Non parametric estimation for fractional diffusion processes with random effects (Q5384666) (← links)
• Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484) (← links)
• Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)