IDEAS home Printed from https://ideas.repec.org/a/spr/sistpr/v11y2008i3p221-236.html
   My bibliography  Save this article

Parameter estimation for stochastic equations with additive fractional Brownian sheet

Author

Listed:
  • Tommi Sottinen
  • Ciprian Tudor

Abstract

No abstract is available for this item.

Suggested Citation

  • Tommi Sottinen & Ciprian Tudor, 2008. "Parameter estimation for stochastic equations with additive fractional Brownian sheet," Statistical Inference for Stochastic Processes, Springer, vol. 11(3), pages 221-236, October.
  • Handle: RePEc:spr:sistpr:v:11:y:2008:i:3:p:221-236
    DOI: 10.1007/s11203-007-9019-7
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11203-007-9019-7
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11203-007-9019-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Alexander Kukush & Yulia Mishura & Esko Valkeila, 2005. "Statistical Inference with Fractional Brownian Motion," Statistical Inference for Stochastic Processes, Springer, vol. 8(1), pages 71-93, January.
    2. M.L. Kleptsyna & A. Le Breton & M.-C. Roubaud, 2000. "Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 173-182, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bertin, Karine & Torres, Soledad & Tudor, Ciprian A., 2011. "Drift parameter estimation in fractional diffusions driven by perturbed random walks," Statistics & Probability Letters, Elsevier, vol. 81(2), pages 243-249, February.
    2. Tommi Sottinen & Lauri Viitasaari, 2018. "Parameter estimation for the Langevin equation with stationary-increment Gaussian noise," Statistical Inference for Stochastic Processes, Springer, vol. 21(3), pages 569-601, October.
    3. Nenghui Kuang & Huantian Xie, 2015. "Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(1), pages 75-91, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hui Jiang & Jingying Zhou, 2023. "An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process," Journal of Theoretical Probability, Springer, vol. 36(2), pages 1037-1058, June.
    2. M.L. Kleptsyna & A. Le Breton, 2002. "Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process," Statistical Inference for Stochastic Processes, Springer, vol. 5(3), pages 229-248, October.
    3. Mandrekar, V. & Naik-Nimbalkar, U.V., 2009. "Identification of a Markovian system with observations corrupted by a fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 965-968, April.
    4. Igor Cialenco, 2018. "Statistical inference for SPDEs: an overview," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 309-329, July.
    5. Hult, Henrik, 2003. "Approximating some Volterra type stochastic integrals with applications to parameter estimation," Stochastic Processes and their Applications, Elsevier, vol. 105(1), pages 1-32, May.
    6. Dai, Min & Duan, Jinqiao & Liao, Junjun & Wang, Xiangjun, 2021. "Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion," Applied Mathematics and Computation, Elsevier, vol. 397(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sistpr:v:11:y:2008:i:3:p:221-236. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.