Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion (Q2946099)
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scientific article
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| English | Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion |
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Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (English)
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16 September 2015
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stochastic differential equations
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fractional Brownian motion
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drift parameter estimator
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asymptotic properties
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strong consistency
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rate of convergence
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simulation results
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0.8763744831085205
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0.8762912154197693
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0.8751267790794373
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0.8727785348892212
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