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20172026
most citedParameter estimation for random sampled Regression Model with Long Memory Noise

2 citations · 4 across the 6 of their papers we have counts for

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math.PR2019

Numerical scheme for stochastic differential equations driven by fractional Brownian motion with 1/4 < H < 1/2

H. Araya, J. A. León, S. Torres

In this article, we study a numerical scheme for stochastic differential equations driven by fractional Brownian motion with Hurst parameter H in (1/4; 1/2). Towards this end, we a…

math.ST2019★ 2 cited

Parameter estimation for random sampled Regression Model with Long Memory Noise

Héctor Araya, Natalia Bahamonde, Lisandro Fermín +2

In this article, we present the least squares estimator for the drift parameter in a linear regression model driven by the increment of a fractional Brownian motion sampled at rand…