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Communications in Statistics - Theory and Methods Volume 43, 2014 - Issue 8
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Original Articles

Estimators for the Drift of Subfractional Brownian Motion

Guangjun ShenDepartment of Mathematics, Anhui Normal University, Wuhu, P.R. ChinaCorrespondence[email protected]
&
Litan YanDepartment of Mathematics, Donghua University, Shanghai, P.R. China
Pages 1601-1612 | Received 05 Dec 2011, Accepted 17 May 2012, Published online: 09 Apr 2014

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Jabrane Moustaaid & Idir Ouassou. (2022) Estimation of the drift of a Gaussian process under balanced loss function. Communications in Statistics - Theory and Methods 51:23, pages 8225-8245.
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B. L. S. Prakasa Rao. (2019) Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion. Stochastic Analysis and Applications 37:5, pages 799-810.
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B. L. S. Prakasa Rao. (2018) Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion. Stochastic Analysis and Applications 36:4, pages 600-612.
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B. L. S. Prakasa Rao. (2017) Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. Stochastic Analysis and Applications 35:3, pages 533-541.
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B. L. S. Prakasa Rao. (2017) On some maximal and integral inequalities for sub-fractional Brownian motion. Stochastic Analysis and Applications 35:2, pages 279-287.
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Articles from other publishers (12)

B. L. S. Prakasa Rao. (2022) Fractional Processes and Their Statistical Inference: An Overview. Journal of the Indian Institute of Science 102:4, pages 1145-1175.
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Rui Guo, Han Gao, Yang Jin & Litan Yan. (2022) Large Time Behavior on the Linear Self-Interacting Diffusion Driven by Sub-Fractional Brownian Motion II: Self-Attracting Case. Frontiers in Physics 9.
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Han Gao, Rui Guo, Yang Jin & Litan Yan. (2022) Large Time Behavior on the Linear Self-Interacting Diffusion Driven by Sub-Fractional Brownian Motion With Hurst Index Large Than 0.5 I: Self-Repelling Case. Frontiers in Physics 9.
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B. L. S. Prakasa Rao. (2021) Maximum likelihood estimation for sub-fractional Vasicek model. Random Operators and Stochastic Equations 29:4, pages 265-277.
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B. L. S. Prakasa Rao. (2020) Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion. Random Operators and Stochastic Equations 28:2, pages 113-122.
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Shengfeng Li & Yi Dong. (2018) Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion. Algorithms 11:12, pages 197.
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Hongsheng Qi & Litan Yan. (2018) A law of iterated logarithm for the subfractional Brownian motion and an application. Journal of Inequalities and Applications 2018:1.
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Guo Jiang. (2018) The Structure of Autocovariance Matrix of Discrete Time Subfractional Brownian Motion. Mathematical Problems in Engineering 2018, pages 1-14.
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. 2018. Stochastic Analysis of Mixed Fractional Gaussian Processes. Stochastic Analysis of Mixed Fractional Gaussian Processes 185 192 .
Yuliya Mishura, Kostiantyn Ralchenko & Sergiy Shklyar. 2018. Stochastic Processes and Applications. Stochastic Processes and Applications 123 146 .
B. L. S. Prakasa Rao. (2017) Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion. Random Operators and Stochastic Equations 25:4, pages 235-247.
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Nenghui Kuang & Bingquan Liu. (2015) Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation. Brazilian Journal of Probability and Statistics 29:4.
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