Estimation of change point for switching fractional diffusion processes
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Publication:2875276
DOI10.1080/17442508.2013.802791zbMath1317.60042OpenAlexW2024417082MaRDI QIDQ2875276
B. L. S. Prakasa Rao, Mahendra Nath Mishra
Publication date: 14 August 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2013.802791
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Inference from stochastic processes and fuzziness (62M86)
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