Edgeworth expansion of variance estimator for drift fractional Brownian motion (Q4640494)
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scientific article; zbMATH DE number 6874386
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Edgeworth expansion of variance estimator for drift fractional Brownian motion |
scientific article; zbMATH DE number 6874386 |
Statements
25 May 2018
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maximum likelihood estimator
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moment
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cumulant
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Edgeworth expansion
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0.8032812476158142
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0.7693919539451599
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0.7613946199417114
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0.7553501725196838
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0.7528401613235474
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