Pages that link to "Item:Q887245"

The following pages link to Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245):

Displayed 2 items.

• Forecasting of time data with using fractional Brownian motion (Q1693943) ‎ (← links)
• Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) ‎ (← links)