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20172020
most citedA general drift estimation procedure for stochastic differential equations with additive fractional noise

16 citations · 16 across the 3 of their papers we have counts for

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math.PR2017

Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory

Maylis Varvenne

The main objective of the paper is to study the long-time behavior of general discrete dynamics driven by an ergodic stationary Gaussian noise. In our main result, we prove existen…