$Exact maximum likelihood estimators for drift fractional Brownian motions$

Exact maximum likelihood estimators for drift fractional Brownian motions

27 April 2009

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Papers citing "Exact maximum likelihood estimators for drift fractional Brownian motions"

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Title
Identification of Anomalous Diffusion Sources by Unsupervised Learning Raviteja Vangara Kim Ø. Rasmussen D. Petsev G. Bel Boian S. Alexandrov 49 7 0 05 Oct 2020
$Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package$ Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package A. Brouste S. Iacus 106 81 0 16 Dec 2011
$Parameter estimations for SPDEs with multiplicative fractional noise$ Parameter estimations for SPDEs with multiplicative fractional noise Igor Cialenco 108 19 0 20 Feb 2010