Drift parameter estimation in fractional diffusions driven by perturbed random walks
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Publication:625008
DOI10.1016/j.spl.2010.10.003zbMath1233.62148OpenAlexW2150753385MaRDI QIDQ625008
Soledad Torres, Karine Bertin, Ciprian A. Tudor
Publication date: 11 February 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.003
Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50) Generalized stochastic processes (60G20)
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