Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation |
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Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (English)
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10 November 2015
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maximum likelihood estimator
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sub-fractional Brownian motion
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Stein's method
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Malliavin calculus
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