Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581): Difference between revisions

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+Arbitrage in fractional Brownian motion models
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+Fractional Brownian motion, random walks and binary market models
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Estimators of long-memory: Fourier versus wavelets
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+The Malliavin Calculus and Related Topics
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+Uniform asymptotic normality of the maximum likelihood estimator
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