Parametric estimation for SDEs with additive sub-fractional Brownian motion (Q2978451)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parametric estimation for SDEs with additive sub-fractional Brownian motion |
scientific article; zbMATH DE number 6707706
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parametric estimation for SDEs with additive sub-fractional Brownian motion |
scientific article; zbMATH DE number 6707706 |
Statements
25 April 2017
0 references
sub-fractional Brownian motion
0 references
maximum likelihood estimator
0 references
Girsanov transform
0 references
0.8475539684295654
0 references
0.8450589179992676
0 references
0.8338020443916321
0 references
0.8180013298988342
0 references
