Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions (Q2670783)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions |
scientific article |
Statements
Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions (English)
0 references
1 June 2022
0 references
parameter estimation
0 references
stochastic differential equation
0 references
fractional Brownian motion
0 references
least squares estimator
0 references
asymptotic normality
0 references
0 references
0 references
0 references
