On some maximal and integral inequalities for sub-fractional Brownian motion
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Publication:2974042
DOI10.1080/07362994.2016.1241182zbMath1359.60052OpenAlexW2563876390MaRDI QIDQ2974042
Publication date: 6 April 2017
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2016.1241182
Related Items (8)
Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion ⋮ Fractional processes and their statistical inference: an overview ⋮ Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion ⋮ More on maximal inequalities for sub-fractional Brownian motion ⋮ Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion ⋮ Maximum likelihood estimation for sub-fractional Vasicek model ⋮ Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion ⋮ Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
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- Statistical Inference for Fractional Diffusion Processes
- Estimators for the Drift of Subfractional Brownian Motion
- Maximal Inequalities for Fractional Brownian Motion: An Overview
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