Stein estimators for the drift of the mixing of two fractional Brownian motions (Q6130000)
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scientific article; zbMATH DE number 7833910
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| English | Stein estimators for the drift of the mixing of two fractional Brownian motions |
scientific article; zbMATH DE number 7833910 |
Statements
Stein estimators for the drift of the mixing of two fractional Brownian motions (English)
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18 April 2024
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fractional Brownian motion
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James-Stein estimator
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maximum likelihood estimator
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quadratic risk
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