Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690)
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scientific article; zbMATH DE number 6949199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion |
scientific article; zbMATH DE number 6949199 |
Statements
Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (English)
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9 October 2018
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linear stochastic differential equations
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sub-fractional Brownian motion
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instrumental variable estimation
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consistency
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asymptotic mixed normality
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