Parameter estimation for rough differential equations (Q651024)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Parameter estimation for rough differential equations
scientific article

    Statements

    Parameter estimation for rough differential equations (English)
    0 references
    8 December 2011
    0 references
    rough paths
    0 references
    diffusions
    0 references
    fractional diffusions
    0 references
    generalized moment matching
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references