Pages that link to "Item:Q899656"

The following pages link to On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656):

Displaying 8 items.

• CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
• Nonparametric estimation in fractional SDE (Q2330959) (← links)
• Parameter estimation for fractional diffusion process with discrete observations (Q2631908) (← 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)
• (Q5214850) (← links)
• Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)