Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453): Difference between revisions
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Revision as of 00:24, 20 March 2024
scientific article; zbMATH DE number 7184713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift |
scientific article; zbMATH DE number 7184713 |
Statements
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (English)
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1 April 2020
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fractional Brownian motion
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Hurst index
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volatility
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Black-Scholes model
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Verhulst equation
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Landau-Ginzburg equation
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consistent estimator
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