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ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYKüchler, Uwe; Vasil'iev, Vjatscheslav A. · Sequential Analysis · 2001
Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheetMendy, Ibrahima; Yodé, Armel Fabrice · Random Operators and Stochastic Equations · 2010
Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motionHui, Jiang · Stochastics and Dynamics · 2014
On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observationsLi, Jingjie; Wu, Jiang-Lun · Advances in Difference Equations · 2016
An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameterChiba, Kohei · Statistical Inference for Stochastic Processes · 2020
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noiseNeuenkirch, Andreas; Tindel, Samy · Statistical Inference for Stochastic Processes · 2014
ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H ∈ (⅓, ½)BESALÚ, MIREIA; NUALART, DAVID · Stochastics and Dynamics · 2011
On the Equivalence of Multiparameter Gaussian ProcessesTommi Sottinen; Ciprian A. Tudor · Journal of Theoretical Probability · 2006