On Moments of Pitman Estimators: The Case of Fractional Brownian Motion
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Publication:5248267
DOI10.1137/S0040585X97986771zbMath1310.62034arXiv1406.1336OpenAlexW2962968311MaRDI QIDQ5248267
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Publication date: 28 April 2015
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.1336
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05)
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