Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion (Q4602031)
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scientific article; zbMATH DE number 6829784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion |
scientific article; zbMATH DE number 6829784 |
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Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion (English)
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25 January 2018
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linear stochastic differential equations
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mixed fractional Brownian motion
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instrumental variable estimation
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consistency
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asymptotic normality
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