$Parameter estimation of stochastic differential equation driven by small fractional noise$

Parameter estimation of stochastic differential equation driven by small fractional noise

Statistics (Berlin) (SB), 2022

2 January 2022

Papers citing "Parameter estimation of stochastic differential equation driven by small fractional noise"

3 / 3 papers shown

$The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case$

Shohei Nakajima

311

12 Jun 2024

278

13 Jan 2023

$Least squares estimators for discretely observed stochastic processes driven by small fractional noise$

211

20 Jan 2022