Pages that link to "Item:Q2866822"
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The following pages link to LAN property for some fractional type Brownian motion (Q2866822):
Displayed 7 items.
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
- Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
- Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise (Q6192221) (← links)