LAN property for some fractional type Brownian motion (Q2866822): Difference between revisions
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Latest revision as of 11:54, 19 April 2024
scientific article
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English | LAN property for some fractional type Brownian motion |
scientific article |
Statements
9 December 2013
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asymptotic statistics
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maximum likelihood expansions
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fractional Brownian motion
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math.ST
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stat.TH
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