Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes
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Publication:2875523
DOI10.1080/07362994.2014.917359zbMath1296.62180OpenAlexW2013633951MaRDI QIDQ2875523
B. L. S. Prakasa Rao, Mahendra Nath Mishra
Publication date: 8 August 2014
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2014.917359
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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