4. Mathematics
  5. Probability

Alexandra Chronopoulou

Mathematics – Probability

Scientist

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On inference for fractional differential equations

Mathematics – Probability
Scientific paper

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Optimal sequential change-detection for fractional stochastic differential equations

Mathematics – Statistics Theory
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Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes

Mathematics – Probability
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Variations and Hurst index estimation for a Rosenblatt process using longer filters

Mathematics – Probability
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