Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Cited by
8 articles.
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1. Bayesian estimation of the Hurst parameter of fractional Brownian motion;Communications in Statistics - Simulation and Computation;2017-02-03
2. Proofs of All the Results;Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion;2014
3. Estimation of the Parameters;Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion;2014
4. Manifold indexed fractional fields;ESAIM: Probability and Statistics;2012
5. Quantitative Breuer–Major theorems;Stochastic Processes and their Applications;2011-04