Parameter estimation for \(\alpha\)-weighted fractional bridge with discrete observations (Q2824065)
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 6634721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter estimation for \(\alpha\)-weighted fractional bridge with discrete observations |
scientific article; zbMATH DE number 6634721 |
Statements
6 October 2016
0 references
weighted fractional bridge
0 references
least squares estimation
0 references
parameter estimation
0 references
Parameter estimation for \(\alpha\)-weighted fractional bridge with discrete observations (English)
0 references
0.9135867953300476
0 references
0.8956708312034607
0 references
0.862976610660553
0 references
0.8113229870796204
0 references