scientific article; zbMATH DE number 2169687
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Publication:4677129
zbMATH Open1064.60065MaRDI QIDQ4677129FDOQ4677129
Authors: N. Rudomino-Dusyats'ka, Yuliya S. Mishura 
Publication date: 20 May 2005
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- Drift parameter estimation in fractional diffusions driven by perturbed random walks
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- On estimations for the parameters of fractional diffusion models and their applications
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- Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence
- Drift parameter estimation in the models involving fractional Brownian motion
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