On estimation of the Hurst index of solutions of stochastic integral equations (Q2811613)
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scientific article; zbMATH DE number 6592232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation of the Hurst index of solutions of stochastic integral equations |
scientific article; zbMATH DE number 6592232 |
Statements
10 June 2016
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stochastic integral equations
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fractional Brownian motion
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almost sure convergence
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Hurst index
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consistent estimator
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quadratic variation
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On estimation of the Hurst index of solutions of stochastic integral equations (English)
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