Least squares estimator for fractional Brownian bridges of the second kind

MaRDI QIDQ3381708zbMATH OpenFDO

Authors Yihan Wang

Publication date 29 September 2021

zbMATH Keywords

bridgefractional Brownian motionleast squares estimator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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(4)

• Least squares estimation for \(\alpha\)-fractional bridge with discrete observations
• Least squares estimator for -sub-fractional bridges
• scientific article; zbMATH DE number 6831816 (Why is no real title available?)
• Least squares estimations for approximate fractional vasicek model driven by a semimartingale

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