Parameter estimation of integrated fractional Brownian motion

Documenti analoghi

• Entropy of Wiener integrals with respect to fractional Brownian motion
  di: Bodnarchuk, Iryna, et al.
  Pubblicazione: (2025)
• Gaussian Volterra processes as models of electricity markets
  di: Mishura, Yuliya, et al.
  Pubblicazione: (2023)
• Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
  di: Mishura, Yuliya, et al.
  Pubblicazione: (2024)
• Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition
  di: Mishura, Yuliya, et al.
  Pubblicazione: (2024)
• Drift parameter estimation in the double mixed fractional Brownian model via solutions of Fredholm equations with singular kernels
  di: Mishura, Yuliya, et al.
  Pubblicazione: (2026)