On drift parameter estimation in models with fractional Brownian motion (Q5263966)
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scientific article; zbMATH DE number 6460249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On drift parameter estimation in models with fractional Brownian motion |
scientific article; zbMATH DE number 6460249 |
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On drift parameter estimation in models with fractional Brownian motion (English)
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20 July 2015
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fractional Brownian motion
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Brownian motion
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parameter estimation
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stochastic differential equation
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sequential estimation
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Ornstein-Uhlenbeck model
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