Quasi-Likelihood Analysis of Fractional Brownian Motion with Constant Drift under High-Frequency Observations (Q6401696)
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scientific article; zbMATH DE number 7850461
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| English | Quasi-Likelihood Analysis of Fractional Brownian Motion with Constant Drift under High-Frequency Observations |
scientific article; zbMATH DE number 7850461 |
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10 June 2022
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math.ST
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stat.TH
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Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations (English)
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0.8315920233726501
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0.8172407150268555
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0.8157647848129272
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0.8156890273094177
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