Alexandra Chronopoulou and Fractional - Free people check

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Parameter Estimation for Fractional SDEs by Dr. Alexandra ...

www.cfmar.pstat.ucsb.edu

May 2, — Dr. Alexandra Chronopoulou (PSTAT-UCSB). Title: Parameter Estimation for Fractional SDEs. Abstract: We consider the parameter estimation ... › news › event

optimal sequential change-detection for fractional diffusion ...

citeseerx.ist.psu.edu

by A CHRONOPOULOU · · Cited by 7 — ALEXANDRA CHRONOPOULOU AND GEORGIOS FELLOURIS. Abstract. We consider the problem of detecting an abrupt change. › viewdoc › download

[ ] Sequential Monte Carlo for fractional Stochastic...

arxiv.org

From: Alexandra Chronopoulou [v1] Tue, 11 Aug :36:53 GMT (462kb,D) Which authors of this paper are endorsers? | Disable MathJax (What is MathJax?) Link back ...

CiteSeerX — ON INFERENCE FOR FRACTIONAL DIFFERENTIAL EQUATIONS

citeseerx.ist.psu.edu

BibTeX @MISC{Chronopoulou_oninference, author = {Alexandra Chronopoulou and Samy Tindel}, title = {ON INFERENCE FOR FRACTIONAL DIFFERENTIAL EQUATIONS…

[ ] Optimal sequential change-detection for fractional...

arxiv.org

Authors: Alexandra Chronopoulou, Georgios Fellouris. (Submitted on 3 Feb (v1), last revised 12 Jul (this version, v2)). Abstract: We consider the ...

optimal sequential change detection for fractional jstorwww.jstor.org › stable

www.jstor.org

ALEXANDRA CHRONOPOULOU,* University of California, Santa Barbara. GEORGIOS FELLOURIS,** University of Southern California. Abstract. The problem ...

Math Colloquium: Alexandra Chronopoulou (UCSB), Statistical Inference...

forum.sci.ccny.cuny.edu

Stochastic differential equations driven by fractional Brownian motion have an increasing presence in a wide range of applications, as they can model successfully phenomena that are characterized by long-memory and/or self-similarity. In this talk, we will review their basic theoretical properties, focus on ...

Fractional Stochastic Volatility Models: Statistical Inference &...

www.bu.edu

Summary. Fractional Stochastic Volatility Models: Statistical Inference & Hedging (Alexandra Chronopoulou, UIUC). Description. Long memory stochastic volatility (LMSV) models have been used to explain the persistence of volatility in the market, while rough stochastic volatility (RSV) models have been shown to ...

PL2US Google Sites

sites.google.com

14:00 Alexandra Chronopoulou (Nancy): ``Maximum Likelihood Estimation for Fractional Diffusion Equations''. 14:50 Raphaël Lachièze-Rey (Luxembourg): ... › ivannourdin › organizations

Optimal Sequential Change Detection for Fractional Diffusion ...

www.cambridge.org

by A Chronopoulou · · Cited by 7 — Part of: Stochastic processes. Published online by Cambridge University Press: 30 January Alexandra Chronopoulou and. Georgios Fellouris. › core › journals › article › op...

Southern California Probability Symposium 2012

www.math.uci.edu

Alexandra Chronopoulou Title: Sequential Change Detection for Fractional SDEs We will consider the problem of sequentially detecting a change in a stochastic process ...

On inference for fractional differential Archive ouverte HALhal.archives-ouvertes.fr › hal

hal.archives-ouvertes.fr

Alexandra Chronopoulou, Samy Tindel. On inference for fractional differential equations. Statistical Inference for Stochastic Processes, Springer Verlag, 2013, ...

On inference for fractional differential equations - Inria

hal.inria.fr

Based on Malliavin calculus tools and approximation results, we show how to compute a maximum likelihood type estimator for a rather general differential...

[PDF] Optimal Sequential Change Detection for Fractional...

www.semanticscholar.org

We consider the problem of detecting an abrupt change in the distribution of a sequentially observed stochastic process. We establish the optimality of the...

Discretization error of reflected fractional Brownian motion -...

www.semanticscholar.org

T. M. K. Roeder, P. I. Frazier, R. Szechtman, E. Zhou, T. Huschka, and S. E. Chick, eds. DISCRETIZATION ERROR OF REFLECTED FRACTIONAL BROWNIAN MOTION. Peter McGlaughlin. Alexandra Chronopoulou. Department of Industrial & Enterprise Systems Engineering. University of Illinois at Urbana-Champaign.

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Alexandra Chronopoulou and Fractional Free People Check