Pages that link to "Item:Q4602031"
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The following pages link to Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion (Q4602031):
Displaying 7 items.
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- The pricing and numerical analysis of lookback options for mixed fractional Brownian motion (Q2122319) (← links)
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion (Q5742554) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)