Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet

Ibrahima Mendy; Armel Fabrice Yodé

doi:10.1515/rose.2010.012

Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet

Random Operators and Stochastic Equations ◽

10.1515/rose.2010.012 ◽

2010 ◽

Vol 18 (3) ◽

Author(s):

Ibrahima Mendy ◽

Armel Fabrice Yodé

Keyword(s):

Parameter Estimation ◽

Minimum Distance ◽

Stochastic Equation ◽

Brownian Sheet ◽

Fractional Brownian Sheet ◽

Distance Parameter

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Parameter estimation for stochastic equations with additive fractional Brownian sheet

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-007-9019-7 ◽

2007 ◽

Vol 11 (3) ◽

pp. 221-236 ◽

Cited By ~ 10

Author(s):

Tommi Sottinen ◽

Ciprian A. Tudor

Keyword(s):

Parameter Estimation ◽

Stochastic Equations ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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Minimum distance parameter estimation for Ornstein–Uhlenbeck processes driven by Lévy process

Statistics & Probability Letters ◽

10.1016/j.spl.2009.09.020 ◽

2010 ◽

Vol 80 (2) ◽

pp. 122-127 ◽

Cited By ~ 6

Author(s):

Aliou Diop ◽

Armel Fabrice Yode

Keyword(s):

Parameter Estimation ◽

Lévy Process ◽

Minimum Distance ◽

Levy Process ◽

Distance Parameter

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Minimum distance parameter estimation for SDEs with small α-stable noises

Statistics & Probability Letters ◽

10.1016/j.spl.2018.10.009 ◽

2019 ◽

Vol 145 ◽

pp. 301-311 ◽

Cited By ~ 2

Author(s):

Huiyan Zhao ◽

Chongqi Zhang

Keyword(s):

Parameter Estimation ◽

Minimum Distance ◽

Distance Parameter

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Remarks on parameter estimation for the drift of fractional brownian sheet

Acta Mathematica Vietnamica ◽

10.1007/s40306-013-0017-0 ◽

2013 ◽

Vol 38 (2) ◽

pp. 241-253 ◽

Cited By ~ 2

Author(s):

Junfeng Liu

Keyword(s):

Parameter Estimation ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet

Stochastic Analysis and Applications ◽

10.1081/sap-200029491 ◽

2004 ◽

Vol 22 (6) ◽

pp. 1511-1523

Author(s):

Rongmao Zhang ◽

Zhengyan Lin

Keyword(s):

Hausdorff Dimension ◽

Level Sets ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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Impact of Acceleration on Miss Distance Parameter Estimation

Journal of Guidance Control and Dynamics ◽

10.2514/1.g003205 ◽

2018 ◽

Vol 41 (5) ◽

pp. 1175-1182

Author(s):

Peng Lv ◽

Guohua Wei ◽

Wei Cui

Keyword(s):

Parameter Estimation ◽

Miss Distance ◽

Distance Parameter

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Wavelet-based estimations of fractional Brownian sheet: Least squares versus maximum likelihood

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2019.112609 ◽

2020 ◽

Vol 371 ◽

pp. 112609 ◽

Cited By ~ 2

Author(s):

Liang Wu ◽

Yiming Ding

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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Weak convergence to the fractional Brownian sheet in Besov spaces

Bulletin of the Brazilian Mathematical Society New Series ◽

10.1007/s00574-003-0020-5 ◽

2003 ◽

Vol 34 (3) ◽

pp. 389-400 ◽

Cited By ~ 7

Author(s):

Ciprian A. Tudor

Keyword(s):

Weak Convergence ◽

Besov Spaces ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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On a semilinear mixed fractional heat equation driven by fractional Brownian sheet

Boundary Value Problems ◽

10.1186/s13661-016-0736-y ◽

2017 ◽

Vol 2017 (1) ◽

Cited By ~ 2

Author(s):

Dengfeng Xia ◽

Litan Yan

Keyword(s):

Heat Equation ◽

Brownian Sheet ◽

Fractional Brownian Sheet ◽

Fractional Heat Equation

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Singularity functions for fractional processes: application to the fractional Brownian sheet

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/j.anihpb.2005.03.002 ◽

2006 ◽

Vol 42 (2) ◽

pp. 187-205 ◽

Cited By ~ 4

Author(s):

S COHEN ◽

X GUYON ◽

O PERRIN ◽

M PONTIER

Keyword(s):

Brownian Sheet ◽

Fractional Brownian Sheet

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