Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689)
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scientific article; zbMATH DE number 7411442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion |
scientific article; zbMATH DE number 7411442 |
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Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (English)
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19 October 2021
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fractional Brownian motion
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multiscale processes
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small noise
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statistical inference
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Hurst index estimation
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