Pages that link to "Item:Q1767559"
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The following pages link to Convergence in fractional models and applications (Q1767559):
Displaying 13 items.
- Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (Q300780) (← links)
- Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
- Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion (Q476364) (← links)
- On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion (Q616264) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. (Q743055) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Convergence of certain functionals of integral fractional processes (Q1047151) (← links)
- Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion (Q2249587) (← links)
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
- Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241) (← links)
- Asymptotic Behavior of Oscillatory Fractional Processes (Q2908744) (← links)
- Distribution processes with stationary fractional increments (Q4226116) (← links)
