Pages that link to "Item:Q4929215"
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The following pages link to Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling (Q4929215):
Displaying 11 items.
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- Anomalous spreading and misidentification of spatial random walk models (Q2290873) (← links)
- Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- On Singularity of Fisher Information Matrix for Stochastic Processes Under High Frequency Sampling (Q2838571) (← links)
- Optimal statistical inference for subdiffusion processes (Q5052738) (← links)
- One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
- Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics (Q6554450) (← links)
- Statistical inference for rough volatility: minimax theory (Q6621523) (← links)
