Statistical inference with fractional Brownian motion (Q1779000)
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scientific article; zbMATH DE number 2177197
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical inference with fractional Brownian motion |
scientific article; zbMATH DE number 2177197 |
Statements
Statistical inference with fractional Brownian motion (English)
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20 June 2005
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fractional Brownian motions
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hypothesis testing
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goodness-of-fit test
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volatility estimation
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0.8207523226737976
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0.8119350075721741
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0.8111009001731873
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0.8059693574905396
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