Pages that link to "Item:Q785416"

The following pages link to Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416):

Displaying 17 items.

• Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
• The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
• Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
• Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162) (← links)
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
• Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method (Q2349676) (← links)
• On estimation of the Hurst index of solutions of stochastic integral equations (Q2811613) (← links)
• (Q4917421) (← links)
• Baxter estimates of the Hurst parameter of fractional Brownian motion (Q5135986) (← links)
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (Q5153151) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion (Q5353607) (← links)
• Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
• On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
• Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations (Q6135040) (← links)
• Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach (Q6641336) (← links)
• Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means (Q6660192) (← links)