Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
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Publication:6658918
DOI10.1016/j.spa.2024.104499MaRDI QIDQ6658918
Petr Čoupek, Bohdan Maslowski, Pavel Kříž
Publication date: 8 January 2025
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
parameter estimationstochastic differential equationsRosenblatt processhigh-frequency dataGirsanov theorem
Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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