Pages that link to "Item:Q476364"

The following pages link to Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion (Q476364):

Displaying 35 items.

• Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
• On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
• Parameter estimation in fractional diffusion models (Q1680119) (← links)
• Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
• Convergence in fractional models and applications (Q1767559) (← links)
• Large deviations and Wschebor's theorems (Q2080171) (← links)
• Pathwise least-squares estimator for linear SPDEs with additive fractional noise (Q2136653) (← links)
• On the eigenproblem for Gaussian bridges (Q2174977) (← links)
• Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238) (← links)
• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation (Q2218146) (← links)
• Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• Difference based estimators and infill statistics (Q2339214) (← links)
• Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
• Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
• Historical survey: the chronicles of fractional calculus (Q2396328) (← links)
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications (Q2676991) (← links)
• Conditions for singularity for measures generated by two fractional psuedo-diffusion processes (Q2804509) (← links)
• On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
• The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128) (← links)
• A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
• Baxter estimates of the Hurst parameter of fractional Brownian motion (Q5135986) (← links)
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (Q5153151) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion (Q6112144) (← links)
• Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations (Q6135040) (← links)
• Calibrating fractional Vasicek model (Q6169355) (← links)
• The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications (Q6175454) (← links)
• Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion (Q6620103) (← links)
• Power Brownian motion: an Ornstein-Uhlenbeck lookout (Q6658798) (← links)
• Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes (Q6658918) (← links)
• Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means (Q6660192) (← links)
• Taylor's law from Gaussian diffusions (Q6670405) (← links)