Least squares estimator for \(\alpha\)-sub-fractional bridges

DOI10.1007/s00362-016-0795-2zbMath1401.62132OpenAlexW2472823159MaRDI QIDQ1785806

Nenghui Kuang, Bing-quan Liu

Publication date: 1 October 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0795-2

zbMATH Keywords

least squares estimatorsub-fractional Brownian motion\(\alpha \)-sub-fractional bridge

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Stochastic integrals (60H05)

Related Items

Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes, Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations, Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion

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