Maximum-likelihood estimators in the mixed fractional Brownian motion

DOI10.1080/02331888.2010.541254zbMath1283.62048OpenAlexW2132182720MaRDI QIDQ5402581

Xi-Li Zhang, Wei-Guo Zhang, Wei-Lin Xiao

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.541254

zbMATH Keywords

asymptotic normalityMalliavin calculusstrong consistencymaximum-likelihood estimationmixed fractional Brownian motion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Functional limit theorems; invariance principles (60F17)

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