Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453)
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scientific article; zbMATH DE number 7184713
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| English | Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift |
scientific article; zbMATH DE number 7184713 |
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Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (English)
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1 April 2020
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fractional Brownian motion
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Hurst index
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volatility
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Black-Scholes model
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Verhulst equation
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Landau-Ginzburg equation
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consistent estimator
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0.8682564496994019
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0.8655626773834229
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0.8635773062705994
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0.8634381294250488
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