Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion (Q5391394)
From MaRDI portal
scientific article; zbMATH DE number 5875183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion |
scientific article; zbMATH DE number 5875183 |
Statements
Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion (English)
0 references
6 April 2011
0 references
fractional Wiener process
0 references
stochastic integral
0 references
stochastic differential equation
0 references
drift coefficient
0 references
estimate
0 references
strong consistency
0 references
asymptotic normality
0 references
