Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time (Q5299580)
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scientific article; zbMATH DE number 6181248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time |
scientific article; zbMATH DE number 6181248 |
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Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time (English)
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26 June 2013
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parameter estimation
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fractional Brownian motion
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reflected process
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strong consistency
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queueing model
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asymptotic normality
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