Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions |
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Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (English)
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23 October 2019
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fractional Brownian motion
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lead-lag effect
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non-synchronous observations
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contrast estimation
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Hurst parameter
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