We investigate the asymptotic properties of the maximum likelihood estimator and Bayes estimator of the drift parameter for stochastic processes satisfying linear stochastic differential equations driven by fractional Brownian motion. We obtain a Bernstein-von Mises type theorem also for such a class of processes
In this paper we consider the drift estimation problem for a general differential equation driven by...
International audienceThis paper deals with the consistency and a rate of convergence for a Nadaraya...
We propose a nonparametric estimation for a class of fractional stochastic differential equations (F...
We consider the problem of maximum likelihood estimation of the common trend parameter for a linear ...
We investigate the asymptotic properties of instrumental variable estimators of the drift parameter ...
We investigate ∈-upper and lower class functions for the maximum likelihood estimator of the d...
In this chapter, we consider a problem of statistical estimation of an unknown drift parameter for a...
We apply the techniques of stochastic integration with respect to the frac-tional Brownian motion an...
We investigate the asymptotic properties of the sequential maximum likelihood estimator of the drift...
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic diff...
We investigate the asymptotic properties of the sequential maximum likelihhod estimator of the drift...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
<div class="page" title="Page 1"><div class="layoutArea"><div class="column"><p><span>We study a pro...
We apply Grenander's method of sieves to the problem of identification or estimation of the "drift" ...
We investigate the asymptotic properties of the minimum L1-norm estimator of the drift parameter for...
In this paper we consider the drift estimation problem for a general differential equation driven by...
International audienceThis paper deals with the consistency and a rate of convergence for a Nadaraya...
We propose a nonparametric estimation for a class of fractional stochastic differential equations (F...
We consider the problem of maximum likelihood estimation of the common trend parameter for a linear ...
We investigate the asymptotic properties of instrumental variable estimators of the drift parameter ...
We investigate ∈-upper and lower class functions for the maximum likelihood estimator of the d...
In this chapter, we consider a problem of statistical estimation of an unknown drift parameter for a...
We apply the techniques of stochastic integration with respect to the frac-tional Brownian motion an...
We investigate the asymptotic properties of the sequential maximum likelihood estimator of the drift...
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic diff...
We investigate the asymptotic properties of the sequential maximum likelihhod estimator of the drift...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
<div class="page" title="Page 1"><div class="layoutArea"><div class="column"><p><span>We study a pro...
We apply Grenander's method of sieves to the problem of identification or estimation of the "drift" ...
We investigate the asymptotic properties of the minimum L1-norm estimator of the drift parameter for...
In this paper we consider the drift estimation problem for a general differential equation driven by...
International audienceThis paper deals with the consistency and a rate of convergence for a Nadaraya...
We propose a nonparametric estimation for a class of fractional stochastic differential equations (F...
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