Parametric estimation for cusp-type signal driven by fractional Brownian motion (Q5206079)
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scientific article; zbMATH DE number 7144196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for cusp-type signal driven by fractional Brownian motion |
scientific article; zbMATH DE number 7144196 |
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Parametric estimation for cusp-type signal driven by fractional Brownian motion (English)
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18 December 2019
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stochastic differential equation
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stochastic process
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estimation of parameters
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drift parameter
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maximum likelihood method
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fractional Brownian motion
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