Pages that link to "Item:Q5416706"

The following pages link to MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706):

Displaying 31 items.

• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
• Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
• Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
• Existence and stability of solution for a nonlinear fractional differential equation (Q1998607) (← links)
• A Caputo fractional derivative of a function with respect to another function (Q2005089) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion (Q2111297) (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
• Properties of positive solutions for a fractional boundary value problem involving fractional derivative with respect to another function (Q2132294) (← links)
• On the \(\psi\)-Hilfer fractional derivative (Q2207837) (← links)
• Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
• A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
• A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise (Q2671861) (← links)
• Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
• Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
• Long-Range Dependence in the Risk-Neutral Measure for the Market on Lehman Brothers Collapse (Q4585680) (← links)
• Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility (Q4607044) (← links)
• A derivative concept with respect to an arbitrary kernel and applications to fractional calculus (Q4626737) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• Self-exciting multifractional processes (Q4964779) (← links)
• Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
• Girsanov theorem for multifractional Brownian processes (Q5056592) (← links)
• Differential equations driven by variable order Hölder noise and the regularizing effect of delay (Q5086475) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
• Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
• A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise (Q6137323) (← links)
• Minimal model of diffusion with time changing Hurst exponent (Q6137656) (← links)