Pages that link to "Item:Q5324874"
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The following pages link to Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion (Q5324874):
Displaying 6 items.
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210) (← links)
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
- An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
- Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet (Q3103221) (← links)
- Least square estimation for a self-repelling diffusion process driven by bi-fractional Brownian motion (Q4984704) (← links)