Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations
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Publication:6494475
DOI10.15559/23-VMSTA234MaRDI QIDQ6494475
Mykyta Yakovliev, Kostiantyn Ralchenko
Publication date: 30 April 2024
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)
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