LAN property for some fractional type Brownian motion (Q2866822)

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scientific article; zbMATH DE number 6236548
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    LAN property for some fractional type Brownian motion
    scientific article; zbMATH DE number 6236548

      Statements

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      9 December 2013
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      asymptotic statistics
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      maximum likelihood expansions
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      fractional Brownian motion
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      LAN property for some fractional type Brownian motion (English)
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