scientific article; zbMATH DE number 6671342

zbMATH Open1363.60059MaRDI QIDQ3179914FDOQ3179914

Nenghui Kuang

Publication date: 6 January 2017

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityMalliavin calculusmaximum likelihood estimatorsub-mixed fractional Brownian motion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22)

Cited In (4)

• Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation
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• AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION
• The structure of autocovariance matrix of discrete time subfractional Brownian motion

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