scientific article; zbMATH DE number 2118800
From MaRDI portal
Publication:4828192
zbMATH Open1053.62089MaRDI QIDQ4828192FDOQ4828192
Authors: B. L. S. Prakasa Rao 
Publication date: 24 November 2004
Title of this publication is not available (Why is that?)
Recommendations
- Asymptotic inference for stochastic differential equations driven by fractional Brownian motion
- Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
- An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter
- scientific article; zbMATH DE number 5174058
- Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (47)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion
- Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
- Estimation in models driven by fractional Brownian motion
- Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
- Title not available (Why is that?)
- Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions
- Parameter estimations for linear parabolic fractional SPDEs with jumps
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion
- Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
- Estimation for Translation of a Process Driven by Fractional Brownian Motion
- Fractional processes and their statistical inference: an overview
- Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion
- Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift
- Optimal estimation of a signal perturbed by a sub-fractional Brownian motion
- Quantifying Model Uncertainties in Complex Systems
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
- Effective signal extraction via local polynomial approximation under long-range dependency conditions
- Title not available (Why is that?)
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
- Non parametric estimation for fractional diffusion processes with random effects
- Bayesian inference for fractional oscillating Brownian motion
- Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
- Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise
- Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
- Identification of a Markovian system with observations corrupted by a fractional Brownian motion
- Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
- Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion
- Parametric estimation for cusp-type signal driven by fractional Brownian motion
- Statistical aspects of the fractional stochastic calculus
- Title not available (Why is that?)
- Asymptotic inference for stochastic differential equations driven by fractional Brownian motion
- Parameter estimation for stochastic equations with additive fractional Brownian sheet
- ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion
- Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices
- On inference for fractional differential equations
- Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion
- NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE
- Nonparametric estimation for small fractional diffusion processes with random effects
- Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises
- Parametric estimation for SDEs with additive sub-fractional Brownian motion
- Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process
- Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process
- Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4828192)
