Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523): Difference between revisions

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Property / author: Mahendra Nath Mishra / rank
 
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Property / full work available at URL: https://doi.org/10.1080/07362994.2014.917359 / rank
 
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Property / OpenAlex ID: W2013633951 / rank
 
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Latest revision as of 21:46, 8 July 2024

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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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