Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter identification for mixed fractional Brownian motions with the drift parameter |
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Parameter identification for mixed fractional Brownian motions with the drift parameter (English)
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12 August 2022
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maximum likelihood estimation
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mixed fractional Brownian motions
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Euler-Murayama scheme
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Donsker type approximation
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