Statistical aspects of the fractional stochastic calculus (Q2642746)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5186966
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical aspects of the fractional stochastic calculus |
scientific article; zbMATH DE number 5186966 |
Statements
Statistical aspects of the fractional stochastic calculus (English)
0 references
4 September 2007
0 references
maximum likelihood estimator
0 references
fractional Brownian motion
0 references
strong consistency
0 references
stochastic differential equation
0 references
Malliavin calculus
0 references
Hurst parameter
0 references
0 references
0 references
0 references
0 references
0.9262819
0 references
0.9184206
0 references
0.91724324
0 references
0.91724324
0 references
0 references
0.91471946
0 references
0.91453105
0 references
