Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008)
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: Drift parameter estimation in fractional diffusions driven by perturbed random walks |
scientific article; zbMATH DE number 5850249
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Drift parameter estimation in fractional diffusions driven by perturbed random walks |
scientific article; zbMATH DE number 5850249 |
Statements
Drift parameter estimation in fractional diffusions driven by perturbed random walks (English)
0 references
11 February 2011
0 references
fractional Brownian motion
0 references
maximum likelihood estimation
0 references
0 references
0 references
0.8809176087379456
0 references
0.8779618144035339
0 references
0.8579953908920288
0 references
0.8431191444396973
0 references
