Pages that link to "Item:Q5222453"
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The following pages link to Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453):
Displaying 8 items.
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
- On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
- Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
- Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
- Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)
- Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach (Q6641336) (← links)
