Pages that link to "Item:Q5402581"
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The following pages link to Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581):
Displayed 9 items.
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
- On drift parameter estimation in models with fractional Brownian motion (Q5263966) (← links)
- Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
- Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)