Parametric estimation for cusp-type signal driven by fractional Brownian motion (Q5206079)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parametric estimation for cusp-type signal driven by fractional Brownian motion |
scientific article; zbMATH DE number 7144196
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parametric estimation for cusp-type signal driven by fractional Brownian motion |
scientific article; zbMATH DE number 7144196 |
Statements
Parametric estimation for cusp-type signal driven by fractional Brownian motion (English)
0 references
18 December 2019
0 references
stochastic differential equation
0 references
stochastic process
0 references
estimation of parameters
0 references
drift parameter
0 references
maximum likelihood method
0 references
fractional Brownian motion
0 references
0 references
0 references
0.851639986038208
0 references
0.81654953956604
0 references
0.8064225316047668
0 references
0.802407443523407
0 references
