Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146)
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scientific article; zbMATH DE number 6708691
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| English | Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift |
scientific article; zbMATH DE number 6708691 |
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Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (English)
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27 April 2017
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fractional Brownian motion
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inverse methods
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stochastic integral
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symmetric random part
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0.8414748311042786
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0.8248527646064758
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0.7909072041511536
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0.7888050675392151
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0.7881298661231995
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