Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion
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Publication:6062260
DOI10.1515/rose-2023-2018zbMath1525.60047MaRDI QIDQ6062260
Publication date: 30 November 2023
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
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