Pages that link to "Item:Q5042125"
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The following pages link to Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125):
Displaying 5 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
- Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
- Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials (Q6493982) (← links)
- Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)