Fisher information for fractional Brownian motion under high-frequency discrete sampling (Q4929215)
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scientific article; zbMATH DE number 6175421
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| 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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0.8280827403068542
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0.785843551158905
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0.78227299451828
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0.7803757786750793
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0.7731184363365173
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