Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826)
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scientific article; zbMATH DE number 6467425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets |
scientific article; zbMATH DE number 6467425 |
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Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (English)
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29 July 2015
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drift fractional Brownian motion
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parameter identification
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discrete-time observations
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ergodic theory
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strong consistency
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variation method
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Chinese stock market
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