Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (Q3411051)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion |
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Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (English)
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8 December 2006
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maximum likelihood estimator
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asymptotic distribution
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consistency
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