Pages that link to "Item:Q890275"

The following pages link to Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275):

Displaying 20 items.

• Drift perturbation of subordinate Brownian motions with Gaussian component (Q283046) (← links)
• Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299) (← links)
• Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
• The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
• Power variation of subfractional Brownian motion and application (Q2016792) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
• Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
• (Q3179914) (← links)
• Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
• Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
• Asymptotic behaviours for maximum likelihood estimator of drift parameter in <i>α</i>-Wiener bridge process (Q5044085) (← links)
• Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
• Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion (Q5867462) (← links)
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes (Q6113296) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)