Parameter estimation for stochastic equations with additive fractional Brownian sheet
DOI10.1007/S11203-007-9019-7zbMATH Open1204.60031OpenAlexW2117016916MaRDI QIDQ623488FDOQ623488
Authors: Tommi Sottinen, Ciprian A. Tudor 
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9019-7
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Cited In (14)
- Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk
- Drift parameter estimation in fractional diffusions driven by perturbed random walks
- Parameter estimation in linear regression driven by a Wiener sheet
- Maximum-likelihood estimators and random walks in long memory models
- Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process
- Wiener integrals with respect to the Hermite random field and applications to the wave equation
- Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet
- Parameter estimation of a shifted Wiener sheet
- Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet
- Some linear fractional stochastic equations
- An identification problem for systems with additive fractional Brownian field
- Remarks on parameter estimation for the drift of fractional Brownian sheet
- Parametric estimation for SDEs with additive sub-fractional Brownian motion
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