Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Statistical inference for models driven by 𝑛-th order fractional Brownian motion |
scientific article; zbMATH DE number 7686918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical inference for models driven by 𝑛-th order fractional Brownian motion |
scientific article; zbMATH DE number 7686918 |
Statements
Statistical inference for models driven by 𝑛-th order fractional Brownian motion (English)
0 references
17 May 2023
0 references
\(n\)-th order fractional Brownian motion
0 references
maximum likelihood estimator
0 references
least squares estimator
0 references
consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
