Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion |
scientific article |
Statements
Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (English)
0 references
16 September 2015
0 references
stochastic differential equations
0 references
fractional Brownian motion
0 references
drift parameter estimator
0 references
asymptotic properties
0 references
strong consistency
0 references
rate of convergence
0 references
simulation results
0 references
0 references
0 references
