Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions (Q2329109)

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Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions
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    Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions (English)
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    17 October 2019
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    discrete observations
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    continuous observations
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    maximum likelihood estimator
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    strong consistency
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    fractional Brownian motion
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    Fredholm integral equation of the first kind
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