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For: Chronopoulou A, Tindel S. On inference for fractional differential equations. Stat Inference Stoch Process 2013;16:29-61. [DOI: 10.1007/s11203-013-9076-z] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
Number Cited by Other Article(s)
1
Comte F, Marie N. Nonparametric estimation for I.I.D. paths of fractional SDE. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2021. [DOI: 10.1007/s11203-021-09246-4] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
2
Marie N. Nonparametric estimation of the trend in reflected fractional SDE. Stat Probab Lett 2020. [DOI: 10.1016/j.spl.2019.108659] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
3
Panloup F, Tindel S, Varvenne M. A general drift estimation procedure for stochastic differential equations with additive fractional noise. Electron J Stat 2020. [DOI: 10.1214/20-ejs1685] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
4
LAN property for stochastic differential equations with additive fractional noise and continuous time observation. Stoch Process Their Appl 2019. [DOI: 10.1016/j.spa.2018.08.008] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
5
Nonparametric estimation in fractional SDE. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2019. [DOI: 10.1007/s11203-019-09196-y] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
6
Xiao W, Zhang W, Zhang X. Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets. COMMUN STAT-SIMUL C 2015. [DOI: 10.1080/03610918.2013.849738] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
7
A formula of small time expansion for Young SDE driven by fractional Brownian motion. Stat Probab Lett 2015. [DOI: 10.1016/j.spl.2015.02.011] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/20/2022]
8
Saussereau B. Nonparametric inference for fractional diffusion. BERNOULLI 2014. [DOI: 10.3150/13-bej509] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
9
Baudoin F, Ouyang C, Tindel S. Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2014. [DOI: 10.1214/12-aihp522] [Citation(s) in RCA: 19] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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