Parametric estimation for cusp-type signal driven by fractional Brownian motion
DOI10.1080/07362994.2019.1646140zbMATH Open1436.62408OpenAlexW2964505539WikidataQ127398532 ScholiaQ127398532MaRDI QIDQ5206079FDOQ5206079
Authors: B. L. S. Prakasa Rao, Mahendra Nath Mishra 
Publication date: 18 December 2019
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2019.1646140
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Cited In (4)
- On parameter estimation for cusp-type signals
- Fractional processes and their statistical inference: an overview
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
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