Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes
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Publication:5198944
DOI10.1080/07362994.2011.581109zbMath1279.62177OpenAlexW2068592685MaRDI QIDQ5198944
B. L. S. Prakasa Rao, Mahendra Nath Mishra
Publication date: 10 August 2011
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2011.581109
fractional Brownian motionlinear multiplierfractional diffusion processnonparametric estimation of trend
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