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Is a Brownian Motion Skew? - MaRDI portal

Is a Brownian Motion Skew? (Q5418629)

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scientific article; zbMATH DE number 6298506
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English
Is a Brownian Motion Skew?
scientific article; zbMATH DE number 6298506

    Statements

    title
    Is a Brownian Motion Skew? (English)
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    author
    Antoine Lejay
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    Ernesto Mordecki
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    Soledad Torres
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    publication date
    26 May 2014
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    zbMATH Keywords
    maximum likelihood
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    skew Brownian motion
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    statistical estimation
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    Identifiers

    zbMATH DE Number
    6298506
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    OpenAlex ID
    W1601026809
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    DOI
    10.1111/SJOS.12033
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