The following pages link to (Q4828267):
Displaying 13 items.
- Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313) (← links)
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
- (Q3179914) (← links)
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
- EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) (← links)
- AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266) (← links)
- Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← 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)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
