Bayesian inference for fractional Oscillating Brownian motion-Reference-Cited by-同舟云学术

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Bayesian inference for fractional Oscillating Brownian motion

Published:2021-08-30 Issue: Volume: Page:
ISSN:0943-4062
Container-title:Computational Statistics
language:en
Short-container-title:Comput Stat

Author:

Araya Héctor,Slaoui Meryem,Torres Soledad

Funder

Consejo Nacional de Innovación, Ciencia y Tecnología

MATH-AmSud

MEC

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00180-021-01146-8.pdf

Reference32 articles.

1. Andrade P, Rifo L (2017) Long-range dependence and approximate Bayesian computation. Commun Stat Simul Comput 46(2):1219–1237

2. Beaumont MA, Zhang W, Balding DJ (2002) Approximate Bayesian computation in population genetics. Genetics 162:2025–2035

3. Bertin K, Torres S, Tudor CA (2011a) Drift parameter estimation in fractional diffusions, martingales and random walks. Stat Probab Lett 81(2):243–249

4. Bertin K, Torres S, Tudor CA (2011b) Maximum likelihood estimators and random walks in long memory models. Statistics 45(4):361–374

5. Bokil VA, Gibson NL, Nguyen SL, Thomann EA, Waymire EC (2020) An Euler–Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions. J Comput Appl Math 368:112545

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise;Communications in Nonlinear Science and Numerical Simulation;2023-12

2. Maximum likelihood estimator for skew Brownian motion: The convergence rate;Scandinavian Journal of Statistics;2023-11-02

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