Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift |
scientific article |
Statements
Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (English)
0 references
27 April 2017
0 references
fractional Brownian motion
0 references
inverse methods
0 references
stochastic integral
0 references
symmetric random part
0 references