Statistical inference for fractional diffusion processes (Q3572048)
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scientific article; zbMATH DE number 5732077
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| English | Statistical inference for fractional diffusion processes |
scientific article; zbMATH DE number 5732077 |
Statements
Statistical Inference for Fractional Diffusion Processes (English)
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8 July 2010
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fractional Brownian motion
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parametric inference
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fractional Ornstein-Uhlenbeck process
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maximum likelihood estimation
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0.8565478920936584
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0.833461582660675
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0.8274537324905396
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0.8266511559486389
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