Asymptotic normality of the estimators for fractional Brownian motions with discrete data

DOI10.1155/2014/323091zbMath1473.62298OpenAlexW2026386059WikidataQ59036157 ScholiaQ59036157MaRDI QIDQ1723870

Qinghao Meng, Xiaojian Yu, Xuewei Guan, Lin Sun

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/323091

zbMATH Keywords

Hurst parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10)

Uses Software

• longmemo

Cites Work

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