Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494): Difference between revisions

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Latest revision as of 04:25, 31 July 2024

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Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets
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    Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (English)
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    21 December 2022
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    geometric fractional Brownian motion
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    bipower variation
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    least-squares estimation
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    asymptotic behavior
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    discrete observations
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