LAN property for some fractional type Brownian motion (Q2866822)
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scientific article; zbMATH DE number 6236548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LAN property for some fractional type Brownian motion |
scientific article; zbMATH DE number 6236548 |
Statements
9 December 2013
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asymptotic statistics
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maximum likelihood expansions
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fractional Brownian motion
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math.ST
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stat.TH
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0.90332866
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0.8990462
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0.89251685
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0.8885727
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LAN property for some fractional type Brownian motion (English)
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