Pages that link to "Item:Q2350912"
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The following pages link to Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912):
Displaying 16 items.
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- On the asymptotic formula for the probability of a type I error of mixture type power one tests (Q1084817) (← links)
- Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Theoretical analysis of power in a two-component normal mixture model (Q2485978) (← links)
- Characterization of Power-Mixtures by Means of Their One-Sided Asymptotic Behavior (Q3706229) (← links)
- Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064) (← links)
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
- Asymptotic Analysis of Mixed Effects Models (Q5351610) (← 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)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
- Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)
- Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (Q6540877) (← links)
