Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806)
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scientific article; zbMATH DE number 6945907
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| English | Least squares estimator for \(\alpha\)-sub-fractional bridges |
scientific article; zbMATH DE number 6945907 |
Statements
Least squares estimator for \(\alpha\)-sub-fractional bridges (English)
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1 October 2018
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least squares estimator
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sub-fractional Brownian motion
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\(\alpha \)-sub-fractional bridge
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0.94096714
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0.9249999
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0.9140065
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0.9079755
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0.8824556
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0.8655244
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0.85331756
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0.85286987
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