Pages that link to "Item:Q5933676"
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The following pages link to Parameter estimation and optimal filtering for fractional type stochastic systems (Q5933676):
Displayed 38 items.
- 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)
- Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Effective signal extraction via local polynomial approximation under long-range dependency conditions (Q722283) (← links)
- Identification of a Markovian system with observations corrupted by a fractional Brownian motion (Q1012229) (← links)
- Statistical inference for SPDEs: an overview (Q1656846) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
- Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise (Q2790684) (← links)
- Estimation of change point for switching fractional diffusion processes (Q2875276) (← links)
- Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
- Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
- Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process (Q3155677) (← links)
- Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188) (← links)
- Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985) (← links)
- Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise (Q3440809) (← links)
- Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion (Q4681137) (← links)
- (Q4684388) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
- Parametric estimation for cusp-type signal driven by fractional Brownian motion (Q5206079) (← links)
- Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (Q5320884) (← links)
- Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852) (← links)
- ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion (Q5324860) (← links)
- Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion (Q5430132) (← links)
- Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710) (← links)
- Estimation for Translation of a Process Driven by Fractional Brownian Motion (Q5707908) (← links)
- Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion (Q6065384) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)