Pages that link to "Item:Q4677117"
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The following pages link to Minimum Contrast Estimation for Fractional Diffusions (Q4677117):
Displaying 7 items.
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)