Local linear estimator for fractional diffusions (Q6607322)
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scientific article; zbMATH DE number 7915143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local linear estimator for fractional diffusions |
scientific article; zbMATH DE number 7915143 |
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Local linear estimator for fractional diffusions (English)
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18 September 2024
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local linear estimator
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fractional Brownian motion
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strong consistency
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Malliavin calculus
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stochastic integral
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