Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146): Difference between revisions

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+https://doi.org/10.1080/03610926.2015.1006784
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@@ Property / cites work @@
+Drift parameter estimation in fractional diffusions driven by perturbed random walks
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+Q4828192
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+Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
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+Publication:2980146