Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance estimator for fractional diffusions with variance and drift depending on time |
scientific article |
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Variance estimator for fractional diffusions with variance and drift depending on time (English)
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2 June 2015
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fractional diffusions
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Gaussian noises
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variance estimator
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central limit theorem
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Itō-Wiener chaos
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