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The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion. Stat Probab Lett 2022. [DOI: 10.1016/j.spl.2022.109573] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/17/2022]

Kříž P, Šnupárková J. Pathwise least-squares estimator for linear SPDEs with additive fractional noise. Electron J Stat 2022. [DOI: 10.1214/22-ejs1990] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Marie N. Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion. Stat Probab Lett 2022. [DOI: 10.1016/j.spl.2021.109244] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]

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]

Haress EM, Hu Y. Estimation of all parameters in the fractional Ornstein–Uhlenbeck model under discrete observations. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2021. [DOI: 10.1007/s11203-020-09235-z] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 12/01/2022]