Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
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Publication:6541092
DOI10.1080/03610926.2022.2132828MaRDI QIDQ6541092
Publication date: 17 May 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic calculus of variations and the Malliavin calculus (60H07)
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