Constructs QMLE for drift parameter in singular Volterra SDE with small diffusion, proving path reconstruction error O(h^{1/2}) independent of roughness α and yielding efficient estimator as ε→0.
Existence and Uniqueness of Solutions to Stoch astic Volterra Equations with Singular Kernels and Non-Lipschitz Coefficien ts
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Constructs a consistent and asymptotically normal trajectory fitting estimator for the drift parameter θ* in singular-kernel stochastic Volterra equations under small-noise asymptotics.
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Drift estimation for rough processes under small noise asymptotic : QMLE approach
Constructs QMLE for drift parameter in singular Volterra SDE with small diffusion, proving path reconstruction error O(h^{1/2}) independent of roughness α and yielding efficient estimator as ε→0.
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Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
Constructs a consistent and asymptotically normal trajectory fitting estimator for the drift parameter θ* in singular-kernel stochastic Volterra equations under small-noise asymptotics.