Estimation of change point for switching fractional diffusion processes (Q2875276)
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scientific article; zbMATH DE number 6330209
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| English | Estimation of change point for switching fractional diffusion processes |
scientific article; zbMATH DE number 6330209 |
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Estimation of change point for switching fractional diffusion processes (English)
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14 August 2014
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fractional diffusion processes
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fractional Brownian motion
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change point
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maximum likelihood estimator
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0.7953256964683533
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0.790550708770752
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0.7900053262710571
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0.7847015261650085
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