Pages that link to "Item:Q4595037"

The following pages link to Stochastic Analysis of Mixed Fractional Gaussian Processes (Q4595037):

Displaying 19 items.

• Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
• Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• The sub-fractional CEV model (Q2068536) (← links)
• Mixed stochastic heat equation with fractional Laplacian and gradient perturbation (Q2110891) (← links)
• From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
• Gaussian Volterra processes with power-type kernels. I (Q2172945) (← links)
• Sojourn times of Gaussian processes with trend (Q2209315) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator (Q2337821) (← links)
• (Q3129793) (← links)
• Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient (Q5011744) (← links)
• Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise (Q5153156) (← links)
• More on maximal inequalities for sub-fractional Brownian motion (Q5216263) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)
• Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
• Editorial (Q6550440) (← links)
• Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549) (← links)
• Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes (Q6669468) (← links)