Nonparametric estimation in fractional SDE

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Patrick Cheridito, Hideyuki Kawaguchi, Makoto Maejima · Electronic Journal of Probability · 2003 · 422 citations · Full text

Engineering, Mathematics, Physics +13

Nonparametric Statistics for Stochastic Processes: Estimation and Prediction

John Odencrantz, Denis Bosq · Technometrics · 2000 · 325 citations

Engineering, Biostatistics, Stochastic Modeling +16

Parameter estimation for fractional Ornstein–Uhlenbeck processes

Yaozhong Hu, David Nualart · Statistics & Probability Letters · 2010 · 304 citations

Engineering, Business Economics, Dynamical Systems +13

Nonparametric Statistics for Stochastic Process: Estimation and Prediction

MTW, D. Boso · Journal of the American Statistical Association · 2000 · 200 citations

Natural Sciences, Mathematics, Probability Theory +13

Ergodicity of stochastic differential equations driven by fractional Brownian motion

Martin Hairer · The Annals of Probability · 2005 · 141 citations · Full text

Engineering, Mathematics, Dynamical Systems +16