Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion |
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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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