The following pages link to (Q4917421):
Displaying 17 items.
- Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- 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)
- Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870) (← links)
- Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion (Q2002197) (← links)
- Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162) (← links)
- Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486) (← links)
- Applying the IR statistic to estimate the Hurst index of the fractional geometric Brownian motion (Q2810020) (← links)
- On estimation of the Hurst index of solutions of stochastic integral equations (Q2811613) (← links)
- Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models (Q3119664) (← 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)
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)
- Bayesian estimation of the Hurst parameter of fractional Brownian motion (Q5373892) (← links)
- Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
