Bayesian inference for fractional oscillating Brownian motion
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Publication:2135897
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- scientific article; zbMATH DE number 2118800
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Cited in
(14)- Drift parameter estimation in the models involving fractional Brownian motion
- Statistical estimation of the oscillating Brownian motion
- On inference for fractional differential equations
- Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion
- Indirect inference in fractional short-term interest rate diffusions
- Parameter estimation for the fractional Schrödinger equation using Bayesian method
- Bayesian model selection with fractional Brownian motion
- Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion
- Asymptotic normality of the Bayes estimator in fractional Brownian motion model
- scientific article; zbMATH DE number 2154640 (Why is no real title available?)
- Bayesian inference of scaled versus fractional Brownian motion
- Parametric estimation for cusp-type signal driven by fractional Brownian motion
- Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise
- A fractional stochastic differential equation with discontinuous diffusion driven by fBm with Hurst parameter less than 1/2
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