Pages that link to "Item:Q5038286"

The following pages link to Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions (Q5038286):

Displaying 10 items.

• Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (Q340767) (← links)
• Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
• (Q3179914) (← links)
• (Q4828267) (← links)
• Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
• AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)
• Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects (Q6107553) (← links)
• Estimation of the drift of Riemann-Liouville fractional Brownian motion (Q6114251) (← links)
• Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
• Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)