scientific article; zbMATH DE number 6671342

zbMATH Open1363.60059MaRDI QIDQ3179914FDOQ3179914

Authors: 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)

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• The structure of autocovariance matrix of discrete time subfractional Brownian motion

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