Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes (Q5198944)
From MaRDI portal
scientific article; zbMATH DE number 5937712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes |
scientific article; zbMATH DE number 5937712 |
Statements
Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes (English)
0 references
10 August 2011
0 references
fractional Brownian motion
0 references
fractional diffusion process
0 references
linear multiplier
0 references
nonparametric estimation of trend
0 references
0 references
