The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128)
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scientific article; zbMATH DE number 7079699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rate of convergence of the Hurst index estimate for a stochastic differential equation |
scientific article; zbMATH DE number 7079699 |
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The rate of convergence of the Hurst index estimate for a stochastic differential equation (English)
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12 July 2019
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fractional Brownian motion
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stochastic differential equation
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second-order quadratic variations
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estimates of Hurst parameter
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rate of convergence
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