Pages that link to "Item:Q2841790"
From MaRDI portal
The following pages link to Parameter Estimation for α-Fractional Bridges (Q2841790):
Displaying 7 items.
- Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge (Q395970) (← links)
- Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge (Q1642264) (← links)
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
