Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion

DOI10.1155/2012/804942zbMath1235.62119OpenAlexW1964348843WikidataQ58696834 ScholiaQ58696834MaRDI QIDQ410231

Deqing Wang, Zhihang Peng, Litan Yan, Jun-Feng Liu

Publication date: 3 April 2012

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/804942

zbMATH Keywords

convergence

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Self-similar stochastic processes (60G18)

Related Items (4)

Exact confidence intervals of the extended Orey index for Gaussian processes ⋮ On the self-intersection local time of subfractional Brownian motion ⋮ The structure of autocovariance matrix of discrete time subfractional Brownian motion ⋮ Nonparametric regression with subfractional Brownian motion via Malliavin calculus

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