Least squares estimator for \(\alpha\)-sub-fractional bridges
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Publication:1785806
DOI10.1007/s00362-016-0795-2zbMath1401.62132OpenAlexW2472823159MaRDI QIDQ1785806
Publication date: 1 October 2018
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0795-2
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Stochastic integrals (60H05)
Related Items (3)
Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes ⋮ Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations ⋮ Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
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