Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion (Q5324874)
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scientific article; zbMATH DE number 5592144
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| English | Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion |
scientific article; zbMATH DE number 5592144 |
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Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion (English)
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8 August 2009
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diffusion processes
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0.9202756
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0.90658826
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0.90385604
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0.8972075
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0.89692664
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0.89647186
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0.8926039
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0.8898125
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