A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general drift estimation procedure for stochastic differential equations with additive fractional noise |
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A general drift estimation procedure for stochastic differential equations with additive fractional noise (English)
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13 May 2020
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fractional Brownian motion
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parameter drift estimation
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ergodicity
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