Pages that link to "Item:Q4976209"
From MaRDI portal
The following pages link to Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209):
Displaying 7 items.
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
- Power variation of subfractional Brownian motion and application (Q2016792) (← links)
- Analysis of Variations for Self-similar Processes (Q2840350) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)