Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift |
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Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (English)
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27 April 2017
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fractional Brownian motion
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inverse methods
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stochastic integral
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symmetric random part
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