Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246)
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scientific article; zbMATH DE number 6202774
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| English | Remarks on parameter estimation for the drift of fractional Brownian sheet |
scientific article; zbMATH DE number 6202774 |
Statements
Remarks on parameter estimation for the drift of fractional Brownian sheet (English)
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29 August 2013
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Girsanov theorem
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superefficient James-Stein estimators
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0.8733399510383606
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0.8205969929695129
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0.8178085684776306
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0.8011100888252258
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0.7997384667396545
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