Pages that link to "Item:Q623488"

The following pages link to Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488):

Displaying 9 items.

• An identification problem for systems with additive fractional Brownian field (Q334261) (← links)
• Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)
• Wiener integrals with respect to the Hermite random field and applications to the wave equation (Q486347) (← links)
• Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
• Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
• Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet (Q3103221) (← links)
• Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
• Some linear fractional stochastic equations (Q5485914) (← links)
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)