| [1] Alòs E, Mazet O, Nualart D. Stochastic calculus with respect to Gaussian processes. Ann Probab, 2001, 29:766-801
[2] Alòs E, Nualart D. Stochastic integration with respect to the fractional Brownian motion. Stoch Stoch Reports, 2003, 75:129-152
[3] Basawa I V, Scott D J. Asymptotic optimal inference for non-ergodic models. Lecture Notes in Statist. New York:Springer, 1983
[4] Belfadi R, Es-Sebaiy K, Ouknine Y. Parameter estimation for fractional Ornstein-Uhlenbeck process:Nonergodic Case. Front Sci Eng, 2011, 1:1-16
[5] Biagini F, Hu Y, Øksendal B, Zhang T. Stochastic calculus for fBm and applications. Probability and its application. Berlin:Springer, 2008
[6] Bojdecki T, Gorostiza L G, Talarczyk A. Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle system. Elect Comm Probab, 2007, 12:161-172
[7] Bojdecki T, Gorostiza L G, Talarczyk A. Occupation time limits of inhomogeneous Poisson systems of independent particles. Stoch Proc Appl, 2008, 118:28-52
[8] Bojdecki T, Gorostiza L G, Talarczyk A. Self-similar stable processes arising from high density limits of occupation times of particle systems. Potential Anal, 2008, 28:71-103
[9] Diedhiou A, Manga C, Mendy I. Parametric estimation for SDEs with additive sub-fractional Brownian motion. J Numer Math Stoch, 2011, 3:37-45
[10] Dietz H M, Kutoyants YU A. Parameter estimation for some non-recurrent solutions of SDE. Statist Decisions, 2003, 21:29-46
[11] Es-Sebaiy K, Nourdin I. Parameter estimation for α fractional bridges. Springer Proc Math Statist, 2013, 34:385-412
[12] Es-Sebaiy K. Berry-Esséen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes. Statist Probab Lett, 2013, 83:2372-2385
[13] Garzón J. Convergence to weighted fractional Brownian sheets. Commun Stoch Anal, 2009, 3:1-14
[14] Hu Y, Long H. Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions. Commun Stoch Anal, 2007, 1:175-192
[15] Hu Y, Long H. Least squares estimator for Ornstein-Uhlenbeck processes driven by α-stable motions. Stochastic Process Appl, 2009, 119:2465-2480
[16] Hu Y, Long H. On the singularity of Least squares estimator for mean-reverting α-stable motions. Acta Mathematica Scientia, 2009, 29:599-608
[17] Hu Y, Nualart D. Parameter estimation for fractional Ornstein-Uhlenbeck process. Statist Probab Lett, 2010, 80:1030-1038
[18] Hu Y. Integral transformations and anticipative calculus for fractional Brownian motions. Memoirs Amer Math Soc, 2005, 175(825)
[19] Kleptsyna M, Le Breton A. Statistical analysis of the fractional Ornstein-Uhlenbeck type process. Stat Inference Stoch Process, 2002, 5:229-248
[20] Kutoyants Yu A. Statistical Inference for Ergodic Diffusion Processes. Berlin, Heidelberg:Springer, 2004
[21] Liptser R S, Shiryaev A N. Statistics of Random Processes:II Applications. Second Edition. Applications of Mathematics. Berlin, Heidelberg, New York:Springer-Verlag, 2001
[22] Mandelbrot B B, Van Ness J W. Fractional Brownian motion, fractional noises and applications. SIAM Rev, 1968, 10:422-37
[23] Mendy I. Parametric estimation for sub-fractional Ornstein-Uhlenbeck process. J Statist Plann Inference, 2013, 143:663-674
[24] Mishura Y S. Stochastic Calculus for fractional Brownian motion and Related Processes. Lect Notes in Math, 2008, 1929
[25] Nualart D, Ortiz-Latorre S. Central limit theorems for multiple stochastic integrals and Malliavin calculus. Stochastic Process Appl, 2008, 118:614-628
[26] Nualart D. Malliavin Calculus and Related Topics. Berlin:Springer, 2006
[27] Pipiras V, Taqqu M S. Integration questions related to fractional Brownian motion. Probab Theory Rel Fields, 2000, 118:251-291
[28] Prakasa Rao B L S. Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion. Random Oper Stochastic Equations, 2008, 16:27-38
[29] Shen G, Yan L, Cui J. Berry-Esséen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion. J Inequal Appl, 2013, 2013:275
[30] Young L C. An inequality of the Hölder type connected with Stieltjes integration. Acta Math, 1936, 67:251-282 |