Statistical Inference for Fractional Diffusion Processes (Q3572048)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Inference for Fractional Diffusion Processes |
scientific article |
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Statistical Inference for Fractional Diffusion Processes (English)
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8 July 2010
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fractional Brownian motion
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parametric inference
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fractional Ornstein-Uhlenbeck process
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maximum likelihood estimation
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