Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689): Difference between revisions

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Latest revision as of 11:09, 30 July 2024

scientific article; zbMATH DE number 7411442
Language Label Description Also known as
English
Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion
scientific article; zbMATH DE number 7411442

    Statements

    Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (English)
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    19 October 2021
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    fractional Brownian motion
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    multiscale processes
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    small noise
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    statistical inference
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    Hurst index estimation
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