Pages that link to "Item:Q1862204"
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The following pages link to Statistical analysis of the fractional Ornstein--Uhlenbeck type process (Q1862204):
Displayed 28 items.
- Design for estimation of the drift parameter in fractional diffusion systems (Q438676) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
- Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Large deviations in testing fractional Ornstein-Uhlenbeck models (Q928961) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE (Q3069754) (← links)
- Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
- Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process (Q3155677) (← links)
- Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise (Q3440809) (← links)
- About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589) (← links)
- Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion (Q4681137) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
- Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes (Q5198944) (← links)
- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (Q5320884) (← links)
- Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852) (← links)
- ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion (Q5324860) (← links)
- Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion (Q5430132) (← links)
- Estimation for Translation of a Process Driven by Fractional Brownian Motion (Q5707908) (← links)