Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008)
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scientific article; zbMATH DE number 5850249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift parameter estimation in fractional diffusions driven by perturbed random walks |
scientific article; zbMATH DE number 5850249 |
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Drift parameter estimation in fractional diffusions driven by perturbed random walks (English)
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11 February 2011
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fractional Brownian motion
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maximum likelihood estimation
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