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Estimation of the drift of fractional Brownian motion - MaRDI portal

Estimation of the drift of fractional Brownian motion (Q923871)

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scientific article
Language Label Description Also known as
English
Estimation of the drift of fractional Brownian motion
scientific article

    Statements

    title
    Estimation of the drift of fractional Brownian motion (English)
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    author
    Khalifa Es-Sebaiy
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    Idir Ouassou
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    Youssef Ouknine
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    publication date
    24 July 2009
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62H12
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    62G05
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    60G15
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    62M09
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    zbMATH DE Number
    5586755
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    OpenAlex ID
    W2964121061
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    arXiv ID
    0905.1419
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