Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484)
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scientific article; zbMATH DE number 7686918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for models driven by 𝑛-th order fractional Brownian motion |
scientific article; zbMATH DE number 7686918 |
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Statistical inference for models driven by 𝑛-th order fractional Brownian motion (English)
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17 May 2023
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\(n\)-th order fractional Brownian motion
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maximum likelihood estimator
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least squares estimator
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consistency
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asymptotic normality
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