Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246)

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Remarks on parameter estimation for the drift of fractional Brownian sheet
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    title
    Remarks on parameter estimation for the drift of fractional Brownian sheet (English)
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    publication date
    29 August 2013
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    Mathematics Subject Classification ID
    62M05
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    60G22
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    62F10
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    62M09
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    zbMATH DE Number
    6202774
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    zbMATH Keywords
    Girsanov theorem
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    superefficient James-Stein estimators
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    author
    Jun-Feng Liu
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    OpenAlex ID
    W2083096106
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