Parametric estimation for cusp-type signal driven by fractional Brownian motion (Q5206079)
From MaRDI portal
scientific article; zbMATH DE number 7144196
Language | Label | Description | Also known as |
---|---|---|---|
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