Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275)
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scientific article; zbMATH DE number 6506576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation |
scientific article; zbMATH DE number 6506576 |
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Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (English)
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10 November 2015
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maximum likelihood estimator
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sub-fractional Brownian motion
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Stein's method
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Malliavin calculus
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0.9443863
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0.92998725
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0.92759097
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0.92736447
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0.9187158
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0.9168434
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0.90859604
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0.90854955
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