Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299)
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scientific article; zbMATH DE number 6041890
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| English | Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion |
scientific article; zbMATH DE number 6041890 |
Statements
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (English)
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1 June 2012
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strong consistency
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central limit theorem
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Berry-Esséen bounds
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Stein's method
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Malliavin calculus
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0.8894859552383423
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0.8655241131782532
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0.8622525930404663
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0.8453981280326843
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