Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (Q340767): Difference between revisions
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| Property / cites work: Functional analysis. Vol. 1-2. Transl. from the Russian by Peter V. Malyshev / rank | |||
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| Property / cites work: Transformation formulas for fractional Brownian motion / rank | |||
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| Property / cites work: Asymptotic approximations for the first incomplete elliptic integral near logarithmic singularity / rank | |||
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| Property / cites work: Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions / rank | |||
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Latest revision as of 22:28, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence |
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Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (English)
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15 November 2016
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fractional Brownian motion
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maximum likelihood estimator
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Fredholm integral equation
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weakly singular kernel
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compact operator
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asymptotic consistency
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