Pages that link to "Item:Q2255167"
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The following pages link to Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167):
Displayed 15 items.
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- On some maximal and integral inequalities for sub-fractional Brownian motion (Q2974042) (← links)
- Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
- Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process (Q5044085) (← links)
- OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION (Q5070767) (← links)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion (Q5867462) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)