Pages that link to "Item:Q2670783"

The following pages link to Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions (Q2670783):

Displaying 5 items.

• Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870) (← links)
• An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
• A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
• Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion (Q5324874) (← links)
• Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)