Estimation for Translation of a Process Driven by Fractional Brownian Motion (Q5707908)
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scientific article; zbMATH DE number 2232577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for Translation of a Process Driven by Fractional Brownian Motion |
scientific article; zbMATH DE number 2232577 |
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Estimation for Translation of a Process Driven by Fractional Brownian Motion (English)
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25 November 2005
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estimation for translation
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck type process
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maximum likelihood estimation
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stochastic differential equation
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