A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise

By Neuenkirch Andreas   Tindel Samy  

Statistical Inference for Stochastic Processes, Vol. 17, Iss. 1, 2014-04 ,pp. : 99-120

Springer Publishing Company

Access to resources Recommend Favorite

Stochastic Equations in the Problems of Semimartingale Parameter Estimation

By Toronjadze T.  

Journal of Mathematical Sciences, Vol. 121, Iss. 6, 2004-06 ,pp. : 2709-2840

Springer Publishing Company

Access to resources Recommend Favorite

Stability of stochastic jump-parameter semi-Markov linear systems of differential equations

By Shmerling Efraim   Hochberg Kenneth  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 80, Iss. 6, 2008-12 ,pp. : 513-518

Taylor & Francis Ltd

Access to resources Recommend Favorite

Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion

By Mishra M.  

Statistical Inference for Stochastic Processes, Vol. 14, Iss. 2, 2011-05 ,pp. : 101-109

Springer Publishing Company

Access to resources Recommend Favorite

Pathwise Estimation of Stochastic Differential Equations with Unbounded Delay and Its Application to Stochastic Pantograph Equations

By Meng Xuejing  

Acta Applicandae Mathematicae, Vol. 113, Iss. 2, 2011-02 ,pp. : 231-246

Springer Publishing Company

Access to resources Recommend Favorite