Pages that link to "Item:Q4622807"
From MaRDI portal
The following pages link to Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807):
Displaying 12 items.
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE (Q3383268) (← links)
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266) (← links)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
- Parameter estimations for linear parabolic fractional SPDEs with jumps (Q5237939) (← links)
- Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion (Q5742554) (← links)
- Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects (Q6107553) (← links)
- Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (Q6579429) (← links)
