The following pages link to Corinne Berzin (Q476362):
Displayed 16 items.
- Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion (Q476364) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Estimating the Hurst parameter (Q882909) (← links)
- Approximation of local times of Gaussian surfaces (Q1326332) (← links)
- Convergence in fractional models and applications (Q1767559) (← links)
- Estimation of local anisotropy based on level sets (Q2076638) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Convergence of the increments of a stochastic integral associated to the stochastic wave equation (Q2389224) (← links)
- (Q2771981) (← links)
- (Q3488954) (← links)
- (Q3776311) (← links)
- (Q3800941) (← links)
- (Q4272500) (← links)
- Convergence of non-linear functionals of smoothed empirical processes and kernel density estimates (Q4454271) (← links)
- (Q4693209) (← links)
- Kac-Rice formula: A contemporary overview of the main results and applications (Q6399449) (← links)