On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104)

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scientific article; zbMATH DE number 7079681
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On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process
scientific article; zbMATH DE number 7079681

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    On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (English)
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    12 July 2019
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    fractional Gompertz diffusion process
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    Hurst index
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    diffusion coefficient
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