Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations

22 November 2016

Papers citing "Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations"

3 / 3 papers shown

Title
$Local asymptotic normality property for fractional Gaussian noise under high-frequency observations$ Local asymptotic normality property for fractional Gaussian noise under high-frequency observations A. Brouste M. Fukasawa 30 34 0 12 Oct 2016
$Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package$ 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
$LAN property for some fractional type Brownian motion$ LAN property for some fractional type Brownian motion Serge Cohen Fabrice Gamboa C. Lacaux Jean-Michel Loubes 87 18 0 04 Nov 2011