Pages that link to "Item:Q731662"

The following pages link to Estimation in models driven by fractional Brownian motion (Q731662):

Displaying 14 items.

• Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
• The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
• On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
• Healthy versus congestive heart failure patients -- an approach via the Hurst parameter (Q2246998) (← links)
• Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
• Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
• A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
• PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE (Q3069754) (← links)
• One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)
• Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)