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Modern Stochastics: Theory and Applications


Cited by 11
Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process

Drift Parameter Estimation in the Models Involving Fractional Brownian Motion
Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1007/978-3-319-65313-6_10
Book:  Springer Proceedings in Mathematics & Statistics (Modern Problems of Stochastic Analysis and Statistics) Volume 208 (2017), p. 237
A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift
Chunhao Cai, Min Zhang
https://doi.org/10.3934/math.2021378
Journal:  AIMS Mathematics Volume 6, Issue 6 (2021), p. 6439
Fractional Processes and Their Statistical Inference: An Overview
B. L. S. Prakasa Rao
https://doi.org/10.1007/s41745-021-00271-z
Journal:  Journal of the Indian Institute of Science Volume 102, Issue 4 (2022), p. 1145
Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion
B. L. S. Prakasa Rao
https://doi.org/10.1080/07362994.2017.1338577
Journal:  Stochastic Analysis and Applications Volume 35, Issue 6 (2017), p. 943
Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes
Chun-Hao Cai, Yin-Zhong Huang, Lin Sun, Wei-Lin Xiao
https://doi.org/10.3390/fractalfract6010044
Journal:  Fractal and Fractional Volume 6, Issue 1 (2022), p. 44
Maximum Likelihood Estimation in the Mixed Fractional Vasicek Model
B. L. S. Prakasa Rao
https://doi.org/10.1007/s41096-020-00094-8
Journal:  Journal of the Indian Society for Probability and Statistics Volume 22, Issue 1 (2021), p. 9
Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
B. L. S. Prakasa Rao
https://doi.org/10.1080/03610926.2021.1980048
Journal:  Communications in Statistics - Theory and Methods Volume 52, Issue 11 (2023), p. 3816
Nonparametric Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion with Random Effects
B. L. S. Prakasa Rao
https://doi.org/10.1007/s13171-020-00230-3
Journal:  Sankhya A Volume 83, Issue 2 (2021), p. 554
Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
B. L. S. Prakasa Rao
https://doi.org/10.1080/07362994.2018.1555045
Journal:  Stochastic Analysis and Applications Volume 37, Issue 2 (2019), p. 271
Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion
B. L. S. Prakasa Rao
https://doi.org/10.1080/07362994.2018.1462714
Journal:  Stochastic Analysis and Applications Volume 36, Issue 5 (2018), p. 767
Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
B.L.S. Prakasa Rao
https://doi.org/10.1080/07362994.2021.1902352
Journal:  Stochastic Analysis and Applications Volume 40, Issue 2 (2022), p. 236


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