Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125)
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scientific article; zbMATH DE number 7603814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets |
scientific article; zbMATH DE number 7603814 |
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Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (English)
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18 October 2022
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mixed fractional Brownian motion
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long-range dependence
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maximum likelihood estimation
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Nordic stock market indices
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