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For:	Sottinen T, Tudor CA. Parameter estimation for stochastic equations with additive fractional Brownian sheet. Stat Infer Stoch Process 2007. [DOI: 10.1007/s11203-007-9019-7] [Citation(s) in RCA: 11] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]

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Cited by Other Article(s)

Jiang H, Zhou J. An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process. J THEOR PROBAB 2022. [DOI: 10.1007/s10959-022-01194-w] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/15/2022]

Sottinen T, Viitasaari L. Parameter estimation for the Langevin equation with stationary-increment Gaussian noise. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2017. [DOI: 10.1007/s11203-017-9156-6] [Citation(s) in RCA: 15] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]

Kuang N, Xie H. Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk. ANN I STAT MATH 2013. [DOI: 10.1007/s10463-013-0439-4] [Citation(s) in RCA: 21] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]

De la Cerda JC, Tudor CA. Least squares estimator for the parameter of the fractional Ornstein–Uhlenbeck sheet. J Korean Stat Soc 2012. [DOI: 10.1016/j.jkss.2011.11.003] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]

Bertin K, Torres S, Tudor CA. Drift parameter estimation in fractional diffusions driven by perturbed random walks. Stat Probab Lett 2011. [DOI: 10.1016/j.spl.2010.10.003] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]

Bertin K, Torres S, Tudor CA. Maximum-likelihood estimators and random walks in long memory models. STATISTICS-ABINGDON 2010. [DOI: 10.1080/02331881003768750] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]

Mendy I, Yodé AF. Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet. RANDOM OPERATORS AND STOCHASTIC EQUATIONS 2010. [DOI: 10.1515/rose.2010.012] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]