Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion (Q5063994)
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scientific article; zbMATH DE number 7494697
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| English | Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion |
scientific article; zbMATH DE number 7494697 |
Statements
Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion (English)
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21 March 2022
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least squares estimation
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self-repelling diffusion
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fractional Brownian motion
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Malliavin analysis
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asymptotic distribution
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0.9103204011917114
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0.8506244421005249
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0.850562572479248
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0.7975602746009827
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