Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
type: Item
instance of: scholarly article
title: Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
DOI: 10.1080/03610926.2022.2132828
author: Litan Yan
author: Rui Guo
author: Han Gao
published in: Communications in Statistics. Theory and Methods
publication date: 2024-05-17T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 7850689
MaRDI profile type: Publication
cites work: Stochastic calculus with respect to Gaussian processes
cites work: Self-repelling diffusions via an infinite dimensional approach
cites work: Self-interacting diffusions.
cites work: Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
cites work: Stochastic Calculus for Fractional Brownian Motion and Applications
cites work: Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
cites work: Occupation time limits of inhomogeneous Poisson systems of independent particles
cites work: Self-similar stable processes arising from high-density limits of occupation times of particle systems
cites work: Q3305807
cites work: The strong law of large numbers for a Brownian polymer
cites work: Self attracting diffusions: Two case studies
cites work: Asymptotic behavior of Brownian polymers
cites work: Parameter Estimation for α-Fractional Bridges
cites work: Statistical inference for nonergodic weighted fractional Vasicek models
cites work: Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
cites work: Self attracting diffusions on a sphere and application to a periodic case
cites work: Boundedness and convergence of some self-attracting diffusions
cites work: Rate of convergence of some self-attracting diffusions
cites work: Parameter estimation for fractional Ornstein-Uhlenbeck processes
cites work: Integral transformations and anticipative calculus for fractional Brownian motions
cites work: Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
cites work: Q5141649
cites work: The Convergence of exponential Euler method for weighted fractional stochastic equations
cites work: Stochastic calculus for fractional Brownian motion and related processes.
cites work: An asymptotic result for Brownian polymers
cites work: Selected aspects of fractional Brownian motion.
cites work: The Malliavin Calculus and Related Topics
cites work: Phase transition in reinforced random walk and RWRE on trees
cites work: Integration questions related to fractional Brownian motion
cites work: Q3141895
cites work: Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
cites work: The quadratic covariation for a weighted fractional Brownian motion
cites work: The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
cites work: Analysis of Variations for Self-similar Processes
cites work: On the linear fractional self-attracting diffusion
cites work: Some path properties of weighted-fractional Brownian motion
description: scientific article; zbMATH DE number 7850689