On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104)
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scientific article; zbMATH DE number 7079681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process |
scientific article; zbMATH DE number 7079681 |
Statements
On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (English)
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12 July 2019
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fractional Gompertz diffusion process
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Hurst index
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diffusion coefficient
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