2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.ST2009★ 2 cited
Exact maximum likelihood estimators for drift fractional Brownian motions
Hu Yaozhong, Xiao Weilin, Zhang Weiguo
This paper deals with the problems of consistence and strong consistence of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions obse…
math.PR2001
Tangent Processes on Wiener Space
Y. Hu, A. S. Ustunel, M. Zakai
This paper deals with the study of the Malliavin calculus of Euclidean motions on Wiener space, (i.e. transformations induced by general measure preserving transformations, called…