Stein estimators for the drift of the mixing of two fractional Brownian motions

DOI10.1080/03610926.2022.2122838MaRDI QIDQ6130000zbMATH OpenOpenAlexFDO

Authors Kouider Djerfi, Ghaouti Djellouli, Fethi Madani

Publication date 18 April 2024

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

Full work available at URL https://doi.org/10.1080/03610926.2022.2122838

zbMATH Keywords

fractional Brownian motionJames-Stein estimatormaximum likelihood estimatorquadratic risk

Mathematics Subject Classification ID

Gaussian processes (60G15) Sufficient statistics and fields (62B05) Non-Markovian processes: estimation (62M09)

This page was built for publication: Stein estimators for the drift of the mixing of two fractional Brownian motions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6130000)