Pages that link to "Item:Q2346521"

The following pages link to Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521):

Displaying 7 items.

• Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) (Q1116183) (← links)
• Large deviations and Wschebor's theorems (Q2080171) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
• Conditions for singularity for measures generated by two fractional psuedo-diffusion processes (Q2804509) (← links)
• Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
• Local linear estimator for fractional diffusions (Q6607322) (← links)
• Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise (Q6635300) (← links)