Estimating the diffusion coefficient for diffusions driven by fBm

DOI10.1023/A:1009981317912zbMath0966.62051OpenAlexW1499233088MaRDI QIDQ5933677

José Rafael León, Carenne Ludeña

Publication date: 17 August 2001

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009981317912

zbMATH Keywords

fractional Brownian motionlocal times

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Local time and additive functionals (60J55)

Related Items (4)

Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay ⋮ Existence and Exponential Stability for Neutral Stochastic Integrodifferential Equation Driven by Fractional Brownian Motion and Poisson Jumps ⋮ Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion ⋮ Convergence of certain functionals of integral fractional processes

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