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Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk - MaRDI portal

Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167)

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Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk
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    Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (English)
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    6 February 2015
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    maximum likelihood estimator
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    sub-fractional Brownian motion
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    random walk
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