Pages that link to "Item:Q454862"
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The following pages link to The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862):
Displaying 6 items.
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Total variation estimates in the Breuer-Major theorem (Q2041818) (← links)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
- Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
