Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146): Difference between revisions
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Revision as of 00:14, 20 March 2024
scientific article
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English | Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift |
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Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (English)
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27 April 2017
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fractional Brownian motion
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inverse methods
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stochastic integral
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symmetric random part
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