Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend

DOI10.1007/S11203-021-09252-6zbMath1498.60149OpenAlexW3195234736MaRDI QIDQ2137743

Kostiantyn Ralchenko, Stanislav Lohvinenko, Yuliya S. Mishura, Alexander G. Kukush

Publication date: 16 May 2022

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-021-09252-6

zbMATH Keywords

estimationfractional Brownian motionmixed fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items (2)

Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift ⋮ Parameter estimation in mixed fractional stochastic heat equation

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