Parameter estimation of stochastic differential equation driven by small fractional noise (Q5095847)
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scientific article; zbMATH DE number 7570835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of stochastic differential equation driven by small fractional noise |
scientific article; zbMATH DE number 7570835 |
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Parameter estimation of stochastic differential equation driven by small fractional noise (English)
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11 August 2022
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parameter estimation
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stochastic differential equation
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fractional Brownian motion
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small noise
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asymptotic normality
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