Pages that link to "Item:Q5419669"

The following pages link to Estimators for the Drift of Subfractional Brownian Motion (Q5419669):

Displaying 14 items.

• Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
• A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
• Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
• Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
• The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• On some maximal and integral inequalities for sub-fractional Brownian motion (Q2974042) (← links)
• Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
• Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
• Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
• Estimation of the drift of a Gaussian process under balanced loss function (Q5046809) (← links)
• Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)