Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of mixed power variations and statistical estimation in mixed models |
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Asymptotic behavior of mixed power variations and statistical estimation in mixed models (English)
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25 June 2015
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power variations
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fractional Brownian motion
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Hurst parameter
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Wiener process
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weak asymptotic behavior
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almost sure asymptotic behavior
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consistent estimator
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