Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling (Q4929215)
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scientific article; zbMATH DE number 6175421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling |
scientific article; zbMATH DE number 6175421 |
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Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling (English)
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13 June 2013
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fractional Brownian motion
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high-frequency sampling
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local asymptotic normality property
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log-likelihood ratios
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long-range dependence
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parametric estimation
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