Pages that link to "Item:Q2642746"

The following pages link to Statistical aspects of the fractional stochastic calculus (Q2642746):

Displaying 50 items.

• Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509) (← links)
• Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299) (← links)
• Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)
• Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
• Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
• Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
• Parameter estimation for rough differential equations (Q651024) (← links)
• Parameter estimation for stochastic partial differential equations of second order (Q781562) (← links)
• Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210) (← links)
• Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (Q1720241) (← links)
• Least squares estimation for \(\alpha\)-fractional bridge with discrete observations (Q1724888) (← links)
• Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
• Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
• On inference for fractional differential equations (Q1943988) (← links)
• Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
• Parameter estimation for stochastic wave equation based on observation window (Q2036011) (← links)
• Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) (← links)
• On parameter estimation of fractional Ornstein-Uhlenbeck process (Q2090566) (← links)
• Fractional characteristic functions, and a fractional calculus approach for moments of random variables (Q2110526) (← links)
• AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
• Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864) (← links)
• Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
• A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
• Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (Q2187330) (← links)
• An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
• Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
• Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion (Q2244561) (← links)
• Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
• Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
• LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
• Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
• Nonparametric estimation of the trend in reflected fractional SDE (Q2288811) (← links)
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
• Nonparametric estimation in fractional SDE (Q2330959) (← links)
• Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
• Stochastic quantization for the fractional Edwards measure (Q2412749) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
• Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes (Q2435765) (← links)
• Nonparametric inference for fractional diffusion (Q2448715) (← links)
• A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
• Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
• Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757) (← links)
• Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions (Q2670783) (← links)
• Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)