Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion (Q5351664)
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scientific article; zbMATH DE number 6766755
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| English | Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion |
scientific article; zbMATH DE number 6766755 |
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Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion (English)
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30 August 2017
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parameter estimators
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fractional Brownian motion
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strong consistency
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estimation
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0.9125780463218688
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0.878129243850708
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0.8613595366477966
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0.8530880212783813
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