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Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion

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References

1999An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions401 cited
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2004A series expansion of fractional Brownian motion159 cited
1998Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion97 cited
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2000Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems69 cited

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2012Parametric estimation for sub-fractional Ornstein–Uhlenbeck process47 cited
2010Drift parameter estimation in fractional diffusions driven by perturbed random walks35 cited
2014Quadratic variations for the fractional-colored stochastic heat equation29 cited
2011Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion27 cited

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