The following pages link to (Q4917421):
Displayed 5 items.
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
- On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
- The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128) (← links)
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)