Statistical inference for models driven by 𝑛-th order fractional Brownian motion

DOI10.1090/tpms/1185OpenAlexW4367681032MaRDI QIDQ6040484

Unnamed Author, Mohamed El Omari, Hamid El Maroufy

Publication date: 17 May 2023

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1185

zbMATH Keywords

consistencyasymptotic normalitymaximum likelihood estimatorleast squares estimator\(n\)-th order fractional Brownian motion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Cites Work

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