Pages that link to "Item:Q5265826"
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The following pages link to Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826):
Displaying 2 items.
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)