Estimation of the drift of Riemann-Liouville fractional Brownian motion (Q6114251)
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scientific article; zbMATH DE number 7710562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the drift of Riemann-Liouville fractional Brownian motion |
scientific article; zbMATH DE number 7710562 |
Statements
Estimation of the drift of Riemann-Liouville fractional Brownian motion (English)
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11 July 2023
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James-Stein estimator
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maximum likelihood
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Riemann-Liouville fractional Brownian motion
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0.9648708
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0.9410079
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0.9388217
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0.9322225
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0.92306477
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0.91824013
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0.9175565
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