Sign Up to like & get
recommendations!
0
Published in 2020 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-020-09214-4
Abstract: Let us consider a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $$1/4< H < 1/2$$ 1 / 4 < H < 1 / 2 . We are interested in estimating…
read more here.
Keywords:
fractional brownian;
stochastic differential;
driven fractional;
brownian motion ... See more keywords
Sign Up to like & get
recommendations!
1
Published in 2019 at "International Journal of Systems Science"
DOI: 10.1080/00207721.2019.1645231
Abstract: ABSTRACT In this paper, we investigate the controllability for a class of neutral stochastic evolution equations driven by fractional Brownian motion with Hurst parameter in a Hilbert space. By using the stochastic analysis of fractional…
read more here.
Keywords:
evolution equations;
neutral stochastic;
equations driven;
stochastic evolution ... See more keywords
Sign Up to like & get
recommendations!
0
Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1678641
Abstract: Abstract For an Ornstein–Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter one shows the Berry–Esséen bound of the least squares estimator of the drift parameter. Thus, a problem left in Chen, Kuang,…
read more here.
Keywords:
berry ess;
ornstein uhlenbeck;
parameter;
ess bound ... See more keywords