Drift parameter estimation in the models involving fractional Brownian motion (Q1703898)
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scientific article; zbMATH DE number 6848042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift parameter estimation in the models involving fractional Brownian motion |
scientific article; zbMATH DE number 6848042 |
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Drift parameter estimation in the models involving fractional Brownian motion (English)
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8 March 2018
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fractional Brownian motion
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stochastic differential equation
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drift parameter estimation
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fractional Ornstein-Uhlenbeck process
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