Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523): Difference between revisions
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English | Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes |
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Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (English)
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8 August 2014
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change point
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fractional Brownian motion
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fractional diffusion process
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estimation
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