Estimators for the Drift of Subfractional Brownian Motion

DOI10.1080/03610926.2012.697243zbMath1291.62081MaRDI QIDQ5419669

Litan Yan, Guang Jun Shen

Publication date: 11 June 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.697243

zbMATH Keywords

James-Stein estimator; maximum likelihood estimator; subfractional Brownian motion

Mathematics Subject Classification ID

60G15: Gaussian processes

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

62B05: Sufficient statistics and fields

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