Parametric estimation for SDEs with additive sub-fractional Brownian motion
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Publication:2978451
Point estimation (62F10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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- Least squares estimator for -sub-fractional bridges
- Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion
- Fractional processes and their statistical inference: an overview
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\)
- Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion
- Parameter estimation for stochastic equations with additive fractional Brownian sheet
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
- Maximum likelihood estimation for sub-fractional Vasicek model
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
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