Order estimate of functionals related to fractional Brownian motion-Reference-Cited by-同舟云学术

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Order estimate of functionals related to fractional Brownian motion

Published:2023-07 Issue: Volume:161 Page:490-543
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Yamagishi Hayate,Yoshida Nakahiro

Funder

Japan Science and Technology Agency

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference16 articles.

1. Asymptotic Optimal Inference for Nonergodic Models;Basawa,1983

2. On continuous conditional Gaussian martingales and stable convergence in law;Jacod,1997

3. Limits for weighted p-variations and likewise functionals of fractional diffusions with drift;León;Stochastic Process. Appl.,2007

4. Selected Aspects of Fractional Brownian Motion, Vol. 4;Nourdin,2012

5. The Malliavin Calculus and Related Topics, Vol. 1995;Nualart,2006

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. Asymptotic expansion of the quadratic variation of fractional stochastic differential equation;Stochastic Processes and their Applications;2024-09

2. Asymptotic expansion of an estimator for the Hurst coefficient;Statistical Inference for Stochastic Processes;2023-09-25

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