A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911)
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| Language | Label | Description | Also known as |
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| English | A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise |
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A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (English)
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23 May 2014
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fractional Brownian motion
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parameter estimation
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least square procedure
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ergodicity
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