LAN property for some fractional type Brownian motion (Q2866822)

From MaRDI portal
Revision as of 12:54, 19 April 2024 by Importer (talk | contribs) (‎Changed label, description and/or aliases in en, and other parts)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
LAN property for some fractional type Brownian motion
scientific article

    Statements

    author
    Serge Cohen
    0 references
    Céline Lacaux
    0 references
    Fabrice Gamboa
    0 references
    Jean-Michel Loubes
    0 references
    publication date
    9 December 2013
    0 references
    Mathematics Subject Classification ID
    62F12
    0 references
    60G22
    0 references
    60J65
    0 references
    62M10
    0 references
    zbMATH DE Number
    6236548
    0 references
    zbMATH Keywords
    asymptotic statistics
    0 references
    maximum likelihood expansions
    0 references
    fractional Brownian motion
    0 references
    arXiv ID
    1111.1077
    0 references
    arXiv classification
    math.ST
    0 references
    stat.TH
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2866822&oldid=33591628"
    Powered by MediaWiki