Pages that link to "Item:Q2137743"
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The following pages link to Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743):
Displaying 6 items.
- Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (Q340767) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- (Q6068909) (← links)
- Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
- Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
- Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)