Pages that link to "Item:Q453783"
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The following pages link to Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783):
Displaying 14 items.
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion (Q2194048) (← links)
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (Q2219834) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process (Q2223148) (← links)
- Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
- Nonparametric estimation of the trend in reflected fractional SDE (Q2288811) (← links)
- Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises (Q2322618) (← links)
- Nonparametric estimation in fractional SDE (Q2330959) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach (Q6136800) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm (Q6160609) (← links)
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise (Q6176166) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)