Pages that link to "Item:Q923871"
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The following pages link to Estimation of the drift of fractional Brownian motion (Q923871):
Displaying 18 items.
- Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246) (← links)
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes (Q730432) (← links)
- Superefficient drift estimation on the Wiener space (Q857122) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- Drift estimation with non-Gaussian noise using Malliavin calculus (Q902228) (← links)
- Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts (Q2037516) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Optimal estimation of a signal perturbed by a fractional Brownian noise (Q2790684) (← links)
- Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion (Q2854354) (← links)
- Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (Q3411051) (← links)
- (Q4677129) (← links)
- Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
- Estimation of the drift of a Gaussian process under balanced loss function (Q5046809) (← links)
- Efficient and superefficient estimators of filtered Poisson process intensities (Q5078368) (← links)
- Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
- On the fractional stochastic integration for random non-smooth integrands (Q6046005) (← 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)
