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
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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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