413 citations to 10.1007/978-94-009-2438-3 (Crossref Cited-By Service)
  1. U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion”, Sequential Analysis, 32, no. 3, 2013, 288  crossref
  2. Anatolii A. Puhalskii, “Stochastic processes in random graphs”, Ann. Probab., 33, no. 1, 2005  crossref
  3. Marina L. Kleptsyna, Alain Le Breton, Michel Viot, “On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation”, ESAIM: PS, 9, 2005, 185  crossref
  4. Anatoliy Swishchuk, Change of Time Methods in Quantitative Finance, 2016, 13  crossref
  5. IGOR CIALENCO, “PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE”, Stoch. Dyn., 10, no. 04, 2010, 561  crossref
  6. Dimitris N. Politis, Peter F. Tarassenko, Vyacheslav A. Vasiliev, “Estimating Smoothness and Optimal Bandwidth for Probability Density Functions”, Stats, 6, no. 1, 2022, 30  crossref
  7. Alexander Tartakovsky, “Asymptotically optimal sequential tests for nonhomogeneous processes”, Sequential Analysis, 17, no. 1, 1998, 33  crossref
  8. K. Kubilius, D. Melichov, “Quadratic variations and estimation of the hurst index of the solution of SDE driven by a fractional Brownian motion”, Lith Math J, 50, no. 4, 2010, 401  crossref
  9. Ramazan Kadiev, Arcady Ponosov, Giovanni P. Galdi, “Positive Invertibility of Matrices and Exponential Stability of Linear Stochastic Systems with Delay”, International Journal of Differential Equations, 2022, 2022, 1  crossref
  10. Mokhtar Z. Alaya, Stephane Gaiffas, Agathe Guilloux, “Learning the Intensity of Time Events With Change-Points”, IEEE Trans. Inform. Theory, 61, no. 9, 2015, 5148  crossref
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