Minimum Contrast Estimation for Fractional Diffusions (Q4677117)
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scientific article; zbMATH DE number 2169676
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimum Contrast Estimation for Fractional Diffusions |
scientific article; zbMATH DE number 2169676 |
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Minimum Contrast Estimation for Fractional Diffusions (English)
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20 May 2005
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discrete time sampling
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fractional Brownian motion
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fractional diffusion
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local asymptotic mixed normality
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minimum contrast estimation
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0.9337853
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0.9281166
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0.92000186
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0.91039234
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0.91033125
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0.89118457
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0.8863082
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0.88544524
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0.88327605
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