Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion (Q5063994)
From MaRDI portal
scientific article; zbMATH DE number 7494697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion |
scientific article; zbMATH DE number 7494697 |
Statements
Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion (English)
0 references
21 March 2022
0 references
least squares estimation
0 references
self-repelling diffusion
0 references
fractional Brownian motion
0 references
Malliavin analysis
0 references
asymptotic distribution
0 references
