Pages that link to "Item:Q4976209"
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The following pages link to Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209):
Displaying 4 items.
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
