Estimation of change point for switching fractional diffusion processes (Q2875276)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of change point for switching fractional diffusion processes |
scientific article |
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Estimation of change point for switching fractional diffusion processes (English)
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14 August 2014
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fractional diffusion processes
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fractional Brownian motion
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change point
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maximum likelihood estimator
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