Pages that link to "Item:Q3106392"
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The following pages link to Maximum-likelihood estimators and random walks in long memory models (Q3106392):
Displaying 15 items.
- Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support (Q326854) (← links)
- Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
- Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
- Parameter estimation for fractional diffusion process with discrete observations (Q2631908) (← links)
- A multivariate pareto distribution (Q4337223) (← links)
- Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)
- Parameter estimation for a discrete time model driven by fractional Poisson process (Q6107524) (← links)
- Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion (Q6107548) (← links)
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes (Q6658918) (← links)
