Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
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Publication:410231
DOI10.1155/2012/804942zbMath1235.62119WikidataQ58696834 ScholiaQ58696834MaRDI QIDQ410231
Deqing Wang, Zhihang Peng, Litan Yan, Jun-Feng Liu
Publication date: 3 April 2012
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/804942
62F25: Parametric tolerance and confidence regions
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
62M05: Markov processes: estimation; hidden Markov models
60G18: Self-similar stochastic processes
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