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Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models

29 October 2021

Papers citing "Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models"

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$Random effects estimation in a fractional diffusion model based on continuous observations$ Random effects estimation in a fractional diffusion model based on continuous observations Nesrine Chebli Hamdi Fathallah Yousri Slaoui 20 0 0 06 Sep 2024
On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE Nicolas Marie 56 3 0 13 Jan 2023