Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (Q340767)
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scientific article; zbMATH DE number 6652919
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| English | Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence |
scientific article; zbMATH DE number 6652919 |
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Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence (English)
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15 November 2016
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fractional Brownian motion
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maximum likelihood estimator
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Fredholm integral equation
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weakly singular kernel
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compact operator
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asymptotic consistency
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0.8820169568061829
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0.822421133518219
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0.8071255087852478
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