Publication:2809664
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zbMath1339.60082MaRDI QIDQ2809664
Kęstutis Kubilius, Dmitrij Melichov
Publication date: 30 May 2016
fractional Brownian motionconsistent estimatorHurst indexquadratic variationstochastic integral equationMilstein approximation
Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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