Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494)
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scientific article; zbMATH DE number 7636115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets |
scientific article; zbMATH DE number 7636115 |
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Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (English)
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21 December 2022
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geometric fractional Brownian motion
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bipower variation
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least-squares estimation
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asymptotic behavior
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discrete observations
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