Statistical aspects of the fractional stochastic calculus (Q2642746)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical aspects of the fractional stochastic calculus |
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Statistical aspects of the fractional stochastic calculus (English)
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4 September 2007
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maximum likelihood estimator
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fractional Brownian motion
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strong consistency
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stochastic differential equation
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Malliavin calculus
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Hurst parameter
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