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11/29/2022
Remarks on some conditional generalized Borel-Cantelli lemmas
We discuss some conditional generalized Borel-Cantelli lemmas and invest...
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09/05/2022
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes
We investigate the asymptotic properties of a kernel-type nonparametric ...
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06/07/2021
Maximum likelihood estimation for sub-fractional Vasicek model
We investigate the asymptotic properties of maximum likelihood estimator...
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05/15/2021
Singularity for bifractional and trifractional Brownian motions based on their Hurst indices
We study sufficient conditions which ensure that the probability measure...
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04/30/2021
Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
We discuss maximum likelihood estimation of parameters for models govern...
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03/09/2021
