Statistical estimation of the oscillating Brownian motion (Q1750094)
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scientific article; zbMATH DE number 6869885
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical estimation of the oscillating Brownian motion |
scientific article; zbMATH DE number 6869885 |
Statements
Statistical estimation of the oscillating Brownian motion (English)
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18 May 2018
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arcsine distribution
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Gaussian mixture
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local time
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occupation time
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oscillating Brownian motion
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skew Brownian motion
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0.89269024
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0.8817276
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0.86853075
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0.8667463
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0.8585259
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0.8543098
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