Pages that link to "Item:Q1943988"
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The following pages link to On inference for fractional differential equations (Q1943988):
Displaying 14 items.
- Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory (Q296530) (← links)
- A formula of small time expansion for Young SDE driven by fractional Brownian motion (Q893911) (← links)
- Sensitivity of rough differential equations: an approach through the omega lemma (Q1690299) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
- LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
- Nonparametric estimation of the trend in reflected fractional SDE (Q2288811) (← links)
- Nonparametric estimation in fractional SDE (Q2330959) (← links)
- Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions (Q2438257) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
- A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus (Q3194571) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- Local linear estimator for fractional diffusions (Q6607322) (← links)
