- Laboratoire de Mathématiques Blaise PascalFR4 papers
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- Laboratoire Analyse et Modélisation pour la Biologie et l'EnvironnementFR1 paper
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math.ST2026
Drift estimation for rough processes under small noise asymptotic : QMLE approach
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ solution of a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular near zero, exhi…
math.ST2026
Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ that solves a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular, and includes a…