Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475)
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scientific article; zbMATH DE number 7840102
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| English | Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations |
scientific article; zbMATH DE number 7840102 |
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Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (English)
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30 April 2024
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fractional Brownian motion
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mixed model
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strong consistency
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ergodic theorem
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asymptotic normality
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0.9437748193740844
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0.8872990608215332
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0.8738648295402527
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