Pages that link to "Item:Q899656"
From MaRDI portal
The following pages link to On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656):
Displaying 15 items.
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts (Q2037516) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162) (← links)
- Nonparametric estimation in fractional SDE (Q2330959) (← links)
- Parameter estimation for fractional diffusion process with discrete observations (Q2631908) (← links)
- (Q4917421) (← links)
- On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
- Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
- Baxter estimates of the Hurst parameter of fractional Brownian motion (Q5135986) (← links)
- Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
- (Q5214850) (← links)
- Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
- On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
- Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)
