Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167)
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scientific article; zbMATH DE number 6399264
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| English | Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk |
scientific article; zbMATH DE number 6399264 |
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Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (English)
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6 February 2015
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maximum likelihood estimator
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sub-fractional Brownian motion
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random walk
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0.8782922625541687
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0.8779618144035339
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0.8611963391304016
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0.8475539684295654
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