Pages that link to "Item:Q5220717"
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The following pages link to Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717):
Displayed 6 items.
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)