Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717): Difference between revisions

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Latest revision as of 04:43, 22 July 2024

scientific article; zbMATH DE number 7183067
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English
Parameter identification for the discretely observed geometric fractional Brownian motion
scientific article; zbMATH DE number 7183067

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    Parameter identification for the discretely observed geometric fractional Brownian motion (English)
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    27 March 2020
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    geometric fractional Brownian motion
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    maximum likelihood estimation
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    quadratic variation
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    asymptotic behaviour
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    discrete observations
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