Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
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- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process
- Statistical inference for ergodic diffusion processes.
- Statistical inference for fractional diffusion processes
Cited in
(22)- Fractional processes and their statistical inference: an overview
- Nonparametric estimation of the trend in reflected fractional SDE
- Nadaraya-Watson estimators for reflected stochastic processes
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
- Nonparametric estimation in fractional SDE
- Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
- Local linear estimator for fractional diffusions
- Nonparametric estimation of linear multiplier for fractional diffusion processes
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend
- Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises
- Nonparametric inference for fractional diffusion
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process
- Nonparametric estimation for i.i.d. paths of fractional SDE
- Drawdown and drawup for fractional Brownian motion with trend
- Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion
- Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise
- NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE
- Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach
- Nonparametric estimation of trend function for stochastic differential equations driven by a weighted fractional Brownian motion
- \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes
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