Pages that link to "Item:Q1016633"
From MaRDI portal
The following pages link to Estimation of quadratic variation for two-parameter diffusions (Q1016633):
Displaying 11 items.
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds (Q458122) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) (Q1116183) (← links)
- Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (Q2355261) (← links)
- Stationary and multi-self-similar random fields with stochastic volatility (Q2804013) (← links)
- The distribution of the argmax of two-sided brownian motion with quadratic drift (Q4262918) (← links)
- (Q4896006) (← links)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise (Q5876561) (← links)
- On the convergence of two types of estimators of quadratic variation (Q6182335) (← links)
