Ciprian A. Tudor | DeepAI

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Featured Co-authors

Radomyra Shevchenko
5 publications
Meryem Slaoui
1 publication
Jan Gairing
1 publication
Peter Imkeller
1 publication

research

∙ 03/06/2019

Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean

We study the least squares estimator for the drift parameter of the Lang...

0 Radomyra Shevchenko, et al. ∙

research

∙ 03/06/2019

Generalized k-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus

We analyze the generalized k-variations for the solution to the wave equ...

0 Radomyra Shevchenko, et al. ∙

research

∙ 03/06/2019

Hurst index estimation in stochastic differential equations driven by fractional Brownian motion

We consider the problem of Hurst index estimation for solutions of stoch...

0 Jan Gairing, et al. ∙