Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent

On the Whittle estimators for some classes of continuous-parameter random processes and fields

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical Methods and Inference

Parameter estimation in CKLS model by continuous observations

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical Methods and Inference

Large deviation probabilities in terms of majorizing measures

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical Methods and Inference

Fractionally integrated inverse stable subordinators

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical Methods and Inference

Parameter Estimation for Gaussian Processes with Application to the Model with Two Independent Fractional Brownian Motions

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical Methods and Inference

Fractional Calculus And Pathwise Integration for Volterra Processes Driven by Lévy and Martingale Noise

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical Methods and Inference