The following pages link to (Q3179914):
Displaying 6 items.
- Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
- (Q4828267) (← links)
- AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)