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zbMath1343.60025MaRDI QIDQ2811613

Kęstutis Kubilius, Dmitrij Melichov

Publication date: 10 June 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motion almost sure convergence consistent estimator Hurst index quadratic variation stochastic integral equations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Stochastic integral equations (60H20)

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