Pages that link to "Item:Q5263966"

The following pages link to On drift parameter estimation in models with fractional Brownian motion (Q5263966):

Displaying 22 items.

• Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
• Divergence of an integral of a process with small ball estimate (Q2132525) (← links)
• Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
• The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
• Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes (Q2240084) (← links)
• LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
• Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
• Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099) (← links)
• Probability distributions of extremes of self-similar Gaussian random fields (Q3120730) (← links)
• Bayesian model selection with fractional Brownian motion (Q3303352) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
• Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time (Q5299580) (← links)
• Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion (Q5351664) (← links)
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
• Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)
• Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) (Q6152268) (← links)
• Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)