Least squares estimation for \(\alpha\)-weighted fractional Brownian bridge (Q2992225)
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scientific article; zbMATH DE number 6611121
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| English | Least squares estimation for \(\alpha\)-weighted fractional Brownian bridge |
scientific article; zbMATH DE number 6611121 |
Statements
10 August 2016
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weighted fractional Brownian motion
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least squares estimator
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convergence
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0.9135867953300476
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0.8928008675575256
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0.8636208176612854
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0.8631954789161682
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