Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion (Q5391394)
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scientific article; zbMATH DE number 5875183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion |
scientific article; zbMATH DE number 5875183 |
Statements
Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion (English)
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6 April 2011
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fractional Wiener process
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stochastic integral
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stochastic differential equation
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drift coefficient
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estimate
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strong consistency
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asymptotic normality
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