Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488)
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scientific article; zbMATH DE number 5847378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for stochastic equations with additive fractional Brownian sheet |
scientific article; zbMATH DE number 5847378 |
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Parameter estimation for stochastic equations with additive fractional Brownian sheet (English)
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5 February 2011
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maximum likelihood estimator
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fractional Brownian sheet
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Malliavin calculus
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girsanov transform
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