LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LAN property for stochastic differential equations with additive fractional noise and continuous time observation |
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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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