Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions (Q2329109)
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scientific article; zbMATH DE number 7118615
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| English | Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions |
scientific article; zbMATH DE number 7118615 |
Statements
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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0.8444722890853882
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0.8340527415275574
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0.8284143805503845
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0.8032731413841248
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