scientific article; zbMATH DE number 7247626

zbMath1463.62351MaRDI QIDQ5120583

Kittawit Autchariyapanitkul, N. Harnpornchai

Publication date: 15 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2467

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

zbMATH Keywords

stochastic differential equationfractional Brownian motionHurst exponentBayesian inferencestock market dynamics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Fractional processes, including fractional Brownian motion (60G22) Order statistics; empirical distribution functions (62G30) Economic time series analysis (91B84) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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