Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390)
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scientific article; zbMATH DE number 7716682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift |
scientific article; zbMATH DE number 7716682 |
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Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (English)
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25 July 2023
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\(n\)th order mixed fractional Brownian motion
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power-variations
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maximum likelihood estimator
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consistency
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asymptotic normality
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