Pages that link to "Item:Q4891671"
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The following pages link to On the prediction of fractional Brownian motion (Q4891671):
Displayed 50 items.
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Fractional stochastic Volterra equation perturbed by fractional Brownian motion (Q299580) (← links)
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
- Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
- Effective signal extraction via local polynomial approximation under long-range dependency conditions (Q722283) (← links)
- Fractional term structure models: No-arbitrage and consistency (Q835070) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation (Q1009406) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- A note on filtering for long memory processes (Q1600534) (← links)
- Prediction law of fractional Brownian motion (Q1687206) (← links)
- Abstract functional stochastic evolution equations driven by fractional Brownian motion (Q1724301) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion (Q1775445) (← links)
- Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (Q2113579) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017) (← links)
- Scaling limits for random fields with long-range dependence (Q2371947) (← links)
- Multivariate fractionally integrated CARMA processes (Q2474239) (← links)
- On a class of measure-dependent stochastic evolution equations driven by fbm (Q2478416) (← links)
- Prediction for some processes related to a fractional Brownian motion (Q2489828) (← links)
- Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
- Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
- Fractional Brownian motion and sheet as white noise functionals (Q2508642) (← links)
- Kink estimation with correlated noise (Q2510642) (← links)
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Fractional Lévy processes with an application to long memory moving average processes (Q2642806) (← links)
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
- Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models (Q2677063) (← links)
- General approach to filtering with fractional brownian noises — application to linear systems (Q2706908) (← links)
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations (Q2747859) (← links)
- Wiener Chaos Approach to Optimal Prediction (Q2795088) (← links)
- DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
- Stochastic elastic equation driven by multiplicative multi-parameter fractional noise (Q2970120) (← links)
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488) (← links)
- Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
- Prediction of fractional Brownian motion with Hurst index less than 1/2 (Q3158805) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION (Q3405582) (← links)
- Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696) (← links)
- Prediction of Fractional Brownian Motion-Type Processes (Q3446964) (← links)
- Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory (Q3466884) (← links)