Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions (Q5038286)
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scientific article; zbMATH DE number 7594952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions |
scientific article; zbMATH DE number 7594952 |
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Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions (English)
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30 September 2022
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independent fractional Brownian motions
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linear model
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unknown drift parameter
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maximum likelihood estimator
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