Interval estimation of the fractional Brownian motion parameter in a model with measurement error
Saved in:
| Date: | 2016 |
|---|---|
| Main Author: | O. O. Synyavska |
| Format: | Article |
| Language: | English |
| Published: |
2016
|
| Series: | Theory of Stochastic Processes |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000725861 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
Arbitrage with fractional brownian motion?
by: Bender, C., et al.
Published: (2007)
by: Bender, C., et al.
Published: (2007)
Fractional Brownian motion in financial engineering models
by: V. S. Yanishevskyi, et al.
Published: (2023)
by: V. S. Yanishevskyi, et al.
Published: (2023)
Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions
by: Krvavich, Yu. V., et al.
Published: (2001)
by: Krvavich, Yu. V., et al.
Published: (2001)
On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
by: A. A. Dorogovtsev, et al.
Published: (2020)
by: A. A. Dorogovtsev, et al.
Published: (2020)
On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
by: Dorogovtsev, A. A., et al.
Published: (2020)
by: Dorogovtsev, A. A., et al.
Published: (2020)
The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions
by: Bratyk, M., et al.
Published: (2008)
by: Bratyk, M., et al.
Published: (2008)
On differentiability of solution to stochastic differential equation with fractional Brownian motion
by: Mishura, Yu.S., et al.
Published: (2007)
by: Mishura, Yu.S., et al.
Published: (2007)
Ruin probability for generalized φ-sub-Gaussian fractional Brownian motion
by: Yamnenko, R.
Published: (2006)
by: Yamnenko, R.
Published: (2006)
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])
by: Kozachenko, Y., et al.
Published: (2006)
by: Kozachenko, Y., et al.
Published: (2006)
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
by: Gontar, O., et al.
Published: (2008)
by: Gontar, O., et al.
Published: (2008)
Asymptotically independent estimators in a structural linear model with measurement errors
by: O. H. Kukush, et al.
Published: (2016)
by: O. H. Kukush, et al.
Published: (2016)
Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion
by: Mishura, Yu. S., et al.
Published: (2007)
by: Mishura, Yu. S., et al.
Published: (2007)
Convoluted Brownian motion: a semimartingale approach
by: S. Roelly, et al.
Published: (2016)
by: S. Roelly, et al.
Published: (2016)
An isonormal process associated with a Brownian motion
by: A. A. Dorohovtsev, et al.
Published: (2022)
by: A. A. Dorohovtsev, et al.
Published: (2022)
Motion reversal modeling for a Brownian particle affected by nonequilibrium fluctuations
by: A. D. Terets, et al.
Published: (2020)
by: A. D. Terets, et al.
Published: (2020)
Asymptotically independent estimators in a
structural linear model with measurement errors
by: Kukush, A. G., et al.
Published: (2016)
by: Kukush, A. G., et al.
Published: (2016)
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
by: S. Ibrahim, et al.
Published: (2022)
by: S. Ibrahim, et al.
Published: (2022)
From Brownian motion to molecular simulations
by: A. Rovenchak, et al.
Published: (2018)
by: A. Rovenchak, et al.
Published: (2018)
From Brownian motion to power of fluctuations
by: Berche, B., et al.
Published: (2012)
by: Berche, B., et al.
Published: (2012)
Estimation in an implicit multivariate measurement error model with clustering in the regressor
by: Polekha, M.
Published: (2008)
by: Polekha, M.
Published: (2008)
A direct proof of the reflection principle for Brownian motion
by: S. J. Dilworth, et al.
Published: (2016)
by: S. J. Dilworth, et al.
Published: (2016)
On a Brownian motion conditioned to stay in an open set
by: G. V. Riabov
Published: (2020)
by: G. V. Riabov
Published: (2020)
On a Brownian motion conditioned to stay in an open set
by: Riabov, G. V., et al.
Published: (2020)
by: Riabov, G. V., et al.
Published: (2020)
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
by: Mishura, Y., et al.
Published: (2007)
by: Mishura, Y., et al.
Published: (2007)
Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations
by: Ral’chenko, K. V., et al.
Published: (2010)
by: Ral’chenko, K. V., et al.
Published: (2010)
Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
by: Sen'ko, I. O., et al.
Published: (2012)
by: Sen'ko, I. O., et al.
Published: (2012)
Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields
by: Il'chenko, S. A., et al.
Published: (2004)
by: Il'chenko, S. A., et al.
Published: (2004)
On generalized local time for the process of brownian motion
by: Вакип, V. V., et al.
Published: (2000)
by: Вакип, V. V., et al.
Published: (2000)
Nonlinear Brownian motion – mean square displacement
by: Ebeling, W.
Published: (2004)
by: Ebeling, W.
Published: (2004)
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
by: Banna, O., et al.
Published: (2008)
by: Banna, O., et al.
Published: (2008)
On convergence and estimation of the truncation error of corresponding two-dimensional continued fractions
by: T. M. Antonova, et al.
Published: (2022)
by: T. M. Antonova, et al.
Published: (2022)
Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times
by: A. V. Rudenko
Published: (2014)
by: A. V. Rudenko
Published: (2014)
Adiabatic temperature control of the direction of motion of a Brownian motor
by: T. E. Korochkova, et al.
Published: (2020)
by: T. E. Korochkova, et al.
Published: (2020)
On convergence and estimation of the truncation error of corresponding two-dimensional continued fractions
by: Antonova, T. M., et al.
Published: (2022)
by: Antonova, T. M., et al.
Published: (2022)
Correction of errors in instruments of measuring electric power parameters
by: O. L. Karasynskyi, et al.
Published: (2021)
by: O. L. Karasynskyi, et al.
Published: (2021)
On a problem of system identification with additive fractional Brownian field
by: E. N. Derieva, et al.
Published: (2016)
by: E. N. Derieva, et al.
Published: (2016)
Regularized brownian motion on the Siegel disk of infinite dimension
by: Airault, H., et al.
Published: (2000)
by: Airault, H., et al.
Published: (2000)
Regularized Brownian Motion on the Siegel Disk of Infinite Dimension
by: Airault, H., et al.
Published: (2000)
by: Airault, H., et al.
Published: (2000)
Brownian motion of grains and negative friction in dusty plasmas
by: Trigger, S.A., et al.
Published: (2004)
by: Trigger, S.A., et al.
Published: (2004)
Quantum stochastic processes: boson and fermion Brownian motion
by: Kobryn, A.E., et al.
Published: (2003)
by: Kobryn, A.E., et al.
Published: (2003)
Similar Items
-
Arbitrage with fractional brownian motion?
by: Bender, C., et al.
Published: (2007) -
Fractional Brownian motion in financial engineering models
by: V. S. Yanishevskyi, et al.
Published: (2023) -
Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions
by: Krvavich, Yu. V., et al.
Published: (2001) -
On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
by: A. A. Dorogovtsev, et al.
Published: (2020) -
On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
by: Dorogovtsev, A. A., et al.
Published: (2020)