$A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise$

A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise

8 November 2011

Papers citing "A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise"

3 / 3 papers shown

Title
$On inference for fractional differential equations$ On inference for fractional differential equations Alexandra Chronopoulou S. Tindel 52 25 0 20 Apr 2011
$Parameter estimation for fractional Ornstein-Uhlenbeck processes$ Parameter estimation for fractional Ornstein-Uhlenbeck processes Yaozhong Hu D. Nualart 71 308 0 30 Jan 2009
Parameter estimation for rough differential equations A. Papavasiliou Christophe Ladroue 225 34 0 16 Dec 2008