Pages that link to "Item:Q1703898"
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The following pages link to Drift parameter estimation in the models involving fractional Brownian motion (Q1703898):
Displaying 13 items.
- Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
- Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
- (Q4677129) (← links)
- Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive (Q4719260) (← 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)
- Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
- Estimation of the drift of Riemann-Liouville fractional Brownian motion (Q6114251) (← links)
- Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
