On estimations for the parameters of fractional diffusion models and their applications (Q4642971)
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scientific article; zbMATH DE number 6874053
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| English | On estimations for the parameters of fractional diffusion models and their applications |
scientific article; zbMATH DE number 6874053 |
Statements
25 May 2018
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fractional Brownian motion
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least squares estimators
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strong consistence
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asymptotically normal distribution
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0.8329379558563232
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0.8137844800949097
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0.8123423457145691
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0.8097050786018372
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