Some statistical results of the process driven by mixed fractional Brownian motion (Q4642919)
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scientific article; zbMATH DE number 6874004
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some statistical results of the process driven by mixed fractional Brownian motion |
scientific article; zbMATH DE number 6874004 |
Statements
25 May 2018
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mixed fractional Brownian motion
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maximum likelihood estimate
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nonparametric estimation
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0.8536517024040222
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0.8405077457427979
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0.8338199853897095
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0.8329482674598694
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