Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1716938 |
Changed an Item |
||
Property / author | |||
Property / author: Jun-Feng Liu / rank | |||
Normal rank |
Revision as of 03:38, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Remarks on parameter estimation for the drift of fractional Brownian sheet |
scientific article |
Statements
Remarks on parameter estimation for the drift of fractional Brownian sheet (English)
0 references
29 August 2013
0 references
Girsanov theorem
0 references
superefficient James-Stein estimators
0 references