Pages that link to "Item:Q5324852"

The following pages link to Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852):

Displaying 7 items.

• Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
• Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
• Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods (Q1678396) (← links)
• Asymptotic inference for a linear stochastic differential equation with time delay (Q1962615) (← links)
• Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
• Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise (Q5046309) (← links)
• Parameter estimations for linear parabolic fractional SPDEs with jumps (Q5237939) (← links)