Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance estimator for fractional diffusions with variance and drift depending on time |
scientific article |
Statements
Variance estimator for fractional diffusions with variance and drift depending on time (English)
0 references
2 June 2015
0 references
fractional diffusions
0 references
Gaussian noises
0 references
variance estimator
0 references
central limit theorem
0 references
Itō-Wiener chaos
0 references
