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[1]
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Quasi-likelihood and Quasi-Bayes Estimation in Noncommutative Fractional SPDEs
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European Journal of Statistics,
2024 |
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[2]
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Approximate Maximum Likelihood Estimation in Fractional Stochastic Transport Equation
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European Journal of Statistics,
2023 |
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[3]
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Interest rate derivatives for the fractional Cox-Ingersoll-Ross model.
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Algorithmic Finance,
2023 |
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[4]
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Quantile estimation in fractional Levy Ornstein-Uhlenbeck processes
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Model Assisted Statistics and Applications,
2023 |
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[5]
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On the Kolmogorov Distance for the Least Squares Estimator in the Fractional Ornstein-Uhlenbeck Process
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European Journal of Mathematical Analysis,
2023 |
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[6]
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Parameter Estimation for SPDEs Driven by Cylindrical Stable Processes
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European Journal of Mathematical Analysis,
2023 |
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[7]
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Quasi-likelihood Estimation in Fractional Levy SPDEs from Poisson Sampling
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European Journal of Mathematical Analysis,
2022 |
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[8]
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MLE Evolution Equation for Fractional Diffusions and Berry-Esseen Inequality of Stochastic Gradient Descent Algorithm for American Option
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European Journal of Statistics,
2022 |
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[9]
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Bayesian Maximum Likelihood Estimation in Fractional Stochastic Volatility Model
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Parameter Estimation in Stochastic Volatility Models,
2022 |
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[10]
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Capturing Subdiffusive Solute Dynamics and Predicting Selectivity in Nanoscale Pores with Time Series Modeling
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2020 |
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[11]
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Valuation of real options under persistent shocks
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Arid Land Research and Management,
2017 |
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[12]
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Maximum Likelihood Estimation in Nonlinear Fractional Stochastic Volatility Model
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2017 |
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[13]
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Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise
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Fractional Calculus and Applied Analysis,
2016 |
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[14]
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Option pricing in stochastic volatility models driven by fractional Lévy processes
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International Journal of Financial Markets and Derivatives,
2016 |
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[15]
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Fractional calculus and path-wise integration for Volterra processes driven by L\'evy and martingale noise
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2016 |
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[16]
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Stochastic calculus for Lévy-driven Volterra processes
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2015 |
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[17]
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Maximal inequalities for fractional Lévy and related processes
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Stochastic Analysis and Applications,
2015 |
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[18]
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On Ito's formula for convoluted Lévy processes
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arXiv preprint arXiv:1402.6568,
2014 |
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