A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
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Publication:2450911
DOI10.1007/s11203-013-9084-zzbMath1333.62199arXiv1111.1816OpenAlexW2125211775MaRDI QIDQ2450911
Samy Tindel, Andreas Neuenkirch
Publication date: 23 May 2014
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.1816
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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