Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099): Difference between revisions
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Revision as of 06:51, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion |
scientific article |
Statements
Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (English)
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16 September 2015
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stochastic differential equations
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fractional Brownian motion
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drift parameter estimator
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asymptotic properties
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strong consistency
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rate of convergence
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simulation results
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