Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:20, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift |
scientific article |
Statements
Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (English)
0 references
27 April 2017
0 references
fractional Brownian motion
0 references
inverse methods
0 references
stochastic integral
0 references
symmetric random part
0 references
