Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958)

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Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions
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    Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (English)
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    23 October 2019
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    fractional Brownian motion
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    lead-lag effect
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    non-synchronous observations
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    contrast estimation
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    Hurst parameter
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