Pages that link to "Item:Q4519106"
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The following pages link to Linear estimation of self-similar processes via Lamperti's transformation (Q4519106):
Displaying 31 items.
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- Design for estimation of the drift parameter in fractional diffusion systems (Q438676) (← links)
- On the Lamperti transform of the fractional Brownian sheet (Q501525) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313) (← links)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360) (← links)
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494) (← links)
- Whitening filter and innovations representation of self-similar process. (Q1419035) (← links)
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion (Q1775445) (← links)
- A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
- Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
- Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
- Fractional Diffusion with Partial Observations (Q2890081) (← links)
- Are Fractional Brownian Motions Predictable? (Q2904875) (← links)
- Asymptotics for Rough Stochastic Volatility Models (Q2962133) (← links)
- Transmutation and linear stochastic estimation (Q3330350) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- Prediction of Fractional Brownian Motion-Type Processes (Q3446964) (← links)
- <i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (Q3611813) (← links)
- About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589) (← links)
- Volatility is rough (Q4554473) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
- Innovative methods for modeling of scale invariant processes (Q5160246) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
- Multi-scale invariant fields: estimation and prediction (Q5854153) (← links)
- A statistical test of market efficiency based on information theory (Q6110870) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- On the optimal forecast with the fractional Brownian motion (Q6546321) (← links)