Drift parameter estimation in the models involving fractional Brownian motion (Q1703898)
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scientific article; zbMATH DE number 6848042
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| English | Drift parameter estimation in the models involving fractional Brownian motion |
scientific article; zbMATH DE number 6848042 |
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Drift parameter estimation in the models involving fractional Brownian motion (English)
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8 March 2018
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fractional Brownian motion
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stochastic differential equation
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drift parameter estimation
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fractional Ornstein-Uhlenbeck process
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0.9238518476486206
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0.8751267790794373
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0.8579953908920288
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0.848637580871582
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