Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions (Q2329109)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions |
scientific article |
Statements
Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions (English)
0 references
17 October 2019
0 references
discrete observations
0 references
continuous observations
0 references
maximum likelihood estimator
0 references
strong consistency
0 references
fractional Brownian motion
0 references
Fredholm integral equation of the first kind
0 references
