Some explicit statistical results about elementary fractional type models.

DOI10.1016/S0362-546X(01)00590-9zbMath1042.60505OpenAlexW2029177662WikidataQ127571481 ScholiaQ127571481MaRDI QIDQ1875529

Alain Le Breton, Marina Kleptsyna

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00590-9

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Stochastic integrals (60H05)

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Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application ⋮ Nonparametric estimation for i.i.d. paths of fractional SDE ⋮ Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion ⋮ Nonparametric estimation of the trend in reflected fractional SDE ⋮ Nonparametric estimation in fractional SDE ⋮ Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models

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