Estimate of the drift parameter of fractional Brownian fields (Q2850868)
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scientific article; zbMATH DE number 6213083
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| English | Estimate of the drift parameter of fractional Brownian fields |
scientific article; zbMATH DE number 6213083 |
Statements
1 October 2013
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maximum likelihood estimate
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linear drift parameter
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fractional Brownian field
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bias
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standard deviation
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Estimate of the drift parameter of fractional Brownian fields (English)
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