Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise (Q6635300)
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scientific article; zbMATH DE number 7941081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise |
scientific article; zbMATH DE number 7941081 |
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Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise (English)
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9 November 2024
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stochastic differential equations
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fractional Brownian motion
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parametric estimation
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ergodicity
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