Pages that link to "Item:Q454862"

The following pages link to The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862):

Displaying 14 items.

• On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Total variation estimates in the Breuer-Major theorem (Q2041818) (← links)
• Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
• Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (Q4923228) (← links)
• On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
• The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← 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)
• Local linear estimator for fractional diffusions (Q6607322) (← links)
• Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise (Q6635300) (← links)
• Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means (Q6660192) (← links)