Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion |
scientific article; zbMATH DE number 6041890
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
1 June 2012
0 references
strong consistency
0 references
central limit theorem
0 references
Berry-Esséen bounds
0 references
Stein's method
0 references
Malliavin calculus
0 references
0.8894859552383423
0 references
0.8655241131782532
0 references
0.8622525930404663
0 references
0.8453981280326843
0 references
