Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581)
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scientific article; zbMATH DE number 6270146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum-likelihood estimators in the mixed fractional Brownian motion |
scientific article; zbMATH DE number 6270146 |
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Maximum-likelihood estimators in the mixed fractional Brownian motion (English)
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14 March 2014
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maximum-likelihood estimation
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mixed fractional Brownian motion
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strong consistency
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asymptotic normality
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Malliavin calculus
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