LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285)
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scientific article; zbMATH DE number 7107487
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| English | LAN property for stochastic differential equations with additive fractional noise and continuous time observation |
scientific article; zbMATH DE number 7107487 |
Statements
LAN property for stochastic differential equations with additive fractional noise and continuous time observation (English)
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19 September 2019
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fractional Brownian motion
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parameter estimation
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ergodicity
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0.8487256169319153
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0.8056738972663879
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0.7986258268356323
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0.7887780070304871
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