Estimation for Translation of a Process Driven by Fractional Brownian Motion (Q5707908)
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scientific article; zbMATH DE number 2232577
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| English | Estimation for Translation of a Process Driven by Fractional Brownian Motion |
scientific article; zbMATH DE number 2232577 |
Statements
Estimation for Translation of a Process Driven by Fractional Brownian Motion (English)
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25 November 2005
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estimation for translation
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck type process
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maximum likelihood estimation
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stochastic differential equation
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0.805581271648407
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0.7937306761741638
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0.7920918464660645
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0.7910879254341125
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