Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet (Q3103221)
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: Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet |
scientific article; zbMATH DE number 5981292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet |
scientific article; zbMATH DE number 5981292 |
Statements
Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet (English)
0 references
26 November 2011
0 references
fractional Brownian sheet
0 references
minimum distance estimation
0 references
consistency
0 references
asymptotic normality
0 references
0 references
0.8767030239105225
0 references
0.8146450519561768
0 references
0.8101626038551331
0 references
0.8069808483123779
0 references