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10 research outputs found
Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process
Author
A Brouste
A Brouste
+23Â more
A Brouste
A Le Breton
BLS Prakasa Rao
BLS Prakasa Rao
BLS Prakasa Rao
BLS Prakasa Rao
BLS Prakasa Rao
CA Tudor
F Biagini
H Tsai
HE Hurst
I Norros
K Bertin
Liang Shen
M Henry
ML Kleptsyna
MS Taqqu
PW Millar
Qingsong Xu
W Willinger
Y Hu
Y Kutoyants
Y-Z Hu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
Get PDF
Crossref
Asymptotic properties of MLE for partially observed fractional diffusion system
Author
A Le Breton
Alexandre Brouste
+22Â more
BG Leroux
C Jost
CJ Nuzman
H Cramer
I Norros
IA Ibragimov
J Istas
JL Jensen
LE Baum
Marina Kleptsyna
ML Kleptsyna
ML Kleptsyna
ML Kleptsyna
P Chigansky
PJ Bickel
R Douc
RJ Elliot
RS Liptser
RS Liptser
T Ryden
V Genon-Catalot
YA Kutoyants
Publication venue
Publication date
Field of study
No full text
Parameter estimation, Maximum likelihood, Fractional diffusion,
Crossref
Research Papers in Economics
Design for estimation of the drift parameter in fractional diffusion systems
Author
A Brouste
A Brouste
+25Â more
A Lopez-Toledo
A Wald
Alexandre Brouste
Alexandre Popier
BL Rozovskii
CJ Nuzman
F Brodeau
G Goodwin
G Goodwin
G Goodwin
H Aoki
I Norros
I Ovseevich
IA Ibragimov
J Istas
J Kiefer
M Gevers
M Levin
Marina Kleptsyna
ML Kleptsyna
ML Kleptsyna
P Whittele
RK Mehra
RK Mehra
VS Levadi
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Comparison of the LS-based estimators and the MLE for the fractional Ornstein–Uhlenbeck process
Author
A Brouste
GN Watson
+11Â more
I Norros
JP Imhof
JRM Hosking
K Tanaka
K Tanaka
ML Kleptsyna
P Cheridito
TW Anderson
W Xiao
Y Hu
Y Hu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Stochastic Differential and Evolution Equations
Author
AK Zvonkin
AK Zvonkin
+100Â more
AV Mel’nikov
AV Mel’nikov
AV Skorokhod
AV Skorokhod
AV Skorokhod
AV Skorokhod
AV Skorokhod
AY Veretennikov
AY Veretennikov
AY Veretennikov
AY Veretennikov
AY Veretennikov
AY Veretennikov
AY Veretennikov
AY Veretennikov
AY Veretennikov
AY Veretennikov
B Gaveau
BA Sevast’yanov
Bell
BS Tsirel’son
D Michel
D Nualart
de Paris Sud Rozovskij B.L
DW Stroock
DW Stroock
DW Stroock
DW Stroock
DW Stroock
DW Stroock
E Pardoux
ED Conway
H Doss
H Doss
H Tanaka
HJ Sussmann
HP Cartan
HP Mckean
I Gyöngy
I Gyöngy
I Shigekawa
J-M Bismut
J-M Bismut
J-M Bismut
J-M Bismut
J-M Bismut
J-M Bismut
JM Harrison
K Bichteler
K ItĂ´
K ItĂ´
L Hörmander
LA Alyushina
M MĂ©tivier
M Nisio
M Viot
M Zakai
MA Krasnosel’skij
MA Krasnosel’skij
MI Vishik
ML Kleptsyna
ML Kleptsyna
ML Kleptsyna
ML Kleptsyna
MT Barlow
N Dunford
N Ikeda
N Ikeda
N Norris
NV Krylov
NV Krylov
NV Krylov
NV Krylov
NV Krylov
NV Krylov
OA Ladyzhenskaya
P Malliavin
P Malliavin
P Malliavin
PL Lions
RF Bass
RJ Chitashvili
RS Liptser
S Manabe
S Nakao
S Watanabe
SM Nikol’skij
Stroock
SV Anulova
T Hida
T Hida
T Yamada
T Yamada
T Yamada
TA Toronzhadze
UG Haussmann
V Matskyavichus
VA Lebedev
VV Baklan
YuN Blagoveshchenskij
Publication venue
'Springer Science and Business Media LLC'
Publication date
01/01/1998
Field of study
No full text
Crossref
Nonparametric estimation in fractional SDE
Author
A Chronopoulou
A Lejay
+24Â more
A Neuenkirch
B Puig
B Saussereau
CA Tudor
CA Tudor
D Bosq
D Nualart
D Revuz
Fabienne Comte
K Kubilius
M Hairer
M Hairer
M Hairer
ML Kleptsyna
MN Mishra
MS Taqqu
Nicolas Marie
P Cheridito
P Friz
P Friz
S Bajja
Y Hu
Y Kutoyants
Y Mishura
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Statistical inference for SPDEs: an overview
Author
AN Shiryaev
B Goldys
+52Â more
B Markussen
B Maslowski
BLS Prakasa Rao
BLS Prakasa Rao
BLS Prakasa Rao
BLS Prakasa Rao.
G Da Prato
I Cialenco
I Cialenco
I Cialenco
I Cialenco
I Cialenco
I Cialenco
IA Ibragimov
IA Ibragimov
IA Ibragimov
Igor Cialenco
J PospĂšil
JPN Bishwal
JPN Bishwal
LI Piterbarg
M Huebner
M Huebner
M Huebner
M Huebner
M Huebner
ML Kleptsyna
ML Kleptsyna
P Chow
R Mikulevicius
RS Liptser
RS Liptser
RS Liptser
SI Aihara
SI Aihara
SI Aihara
SI Aihara
SI Aihara
SI Aihara
SM Kozlov
SM Kozlov
SV Lototsky
SV Lototsky
SV Lototsky
SV Lototsky
SV Lototsky
SV Lototsky
T Koski
W Loges
YA Kutoyants
YA Kutoyants
YS Mishura
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model
Author
A Brouste
A Chronopoulou
+26Â more
A Chronopoulou
B El Onsy
D Nualart
F Alazemi
F Comte
F Comte
G Marsaglia
H Dehling
I Nourdin
I Nourdin
J Gatheral
K Es-Sebaiy
K Es-Sebaiy
K Es-Sebaiy
LC Young
M El Machkouri
ML Kleptsyna
O Vasicek
P Abry
R Belfadli
S Bajja
S Douissi
T Pham-Gia
W Xiao
W Xiao
Y Hu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Nonparametric estimation for I.I.D. paths of fractional SDE
Author
A Chronopoulou
A Cohen
+34Â more
A Cohen
A Neuenkirch
B Bongioanni
B Saussereau
C Dion
CA Tudor
CA Tudor
D Belomestny
D D’Argenio
D Nualart
F Biagini
F Comte
F Comte
F Comte
F Panloup
I Nourdin
J Indritz
M Delattre
M Delattre
M Delattre
ML Kleptsyna
MN Mishra
N Marie
N Marie
R Overgaard
RA DeVore
S Ditlevsen
S Donnet
U Picchini
U Picchini
Y Hu
Y Hu
Y Kutoyants
Y Kutoyants
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme
Author
A Beskos
A Golightly
+49Â more
AL Lo
AL Lo
AR Bergstrom
AR Bergstrom
AR Pedersen
B Eraker
BB Mandelbrot
D Duffie
DB Percival
EJ Hannan
F Lillo
G Samorodnitsky
GO Roberts
H Cramer
H Tsai
H Tsai
H Tsai
I Verdinelli
J Beran
JA Wachter
JE Griffin
JP Bouchaud
L Arnold
L Giraitis
M Girolami
Mike Tsionas
MJ Chambers
MJ Chambers
MJ Chambers
MJ Jensen
ML Kleptsyna
MW Brandt
O Elerian
O Papaspiliopoulos
P Perron
PCB Phillips
PJ Brockwell
Pu Zhang
R Mulligan
S Kim
T Simos
T Simos
Theodore Simos
V Pipiras
W Xiao
Y Aıt-Sahalia
Y Aıt-Sahalia
Y Aıt-Sahalia
Z Zhu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref