Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523)
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scientific article; zbMATH DE number 6328232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes |
scientific article; zbMATH DE number 6328232 |
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Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (English)
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8 August 2014
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change point
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fractional Brownian motion
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fractional diffusion process
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estimation
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