Pages that link to "Item:Q5092662"
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The following pages link to Forecasting with fractional Brownian motion: a financial perspective (Q5092662):
Displaying 3 items.
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise (Q6059024) (← links)
- Multi-valued perturbations on stochastic evolution equations driven by fractional Brownian motions (Q6089737) (← links)
