Parameter Estimation for α-Fractional Bridges

DOI10.1007/978-1-4614-5906-4_17zbMath1268.62099arXiv1101.5790OpenAlexW40885751MaRDI QIDQ2841790

Khalifa Es-Sebaiy, Ivan Nourdin

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.5790

Mathematics Subject Classification ID

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

Related Items (20)

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