 On a Computable Skorokhod's Integral Based Estimator of the Drift
Parameter in Fractional SDEScandinavian Journal of Statistics (Scand. J. Stat.), 2023 |
 Nonparametric Estimation for I.I.D. Paths of Fractional SDEStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2020 |