Pages that link to "Item:Q2194051"

The following pages link to An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051):

Displaying 9 items.

• Estimation of the drift of fractional Brownian motion (Q923871) (← links)
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
• A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
• Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions (Q2670783) (← links)
• Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042) (← links)
• Parameter estimation of stochastic differential equation driven by small fractional noise (Q5095847) (← links)
• (Q5879927) (← links)
• Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)
• Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)