Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion
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Publication:4602031
DOI10.1080/07362994.2017.1338577OpenAlexW2755036170WikidataQ115297240 ScholiaQ115297240MaRDI QIDQ4602031
Publication date: 25 January 2018
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2017.1338577
consistencyasymptotic normalityinstrumental variable estimationmixed fractional Brownian motionlinear stochastic differential equations
Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09)
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