Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936)
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scientific article; zbMATH DE number 6808153
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| English | Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion |
scientific article; zbMATH DE number 6808153 |
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Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (English)
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17 November 2017
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weighted-fractional Brownian motion
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central limit theorem
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Ornstein-Uhlenbeck process
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parameter estimation
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asymptotic normality
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generalized quadratic variation
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0.8200925588607788
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0.8168739676475525
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0.8071947693824768
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0.802148163318634
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0.8003906607627869
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