Local linear estimator for fractional diffusions

DOI10.1142/s0219493724500205zbMath1545.60066MaRDI QIDQ6607322

Yuecai Han, Dingwen Zhang

Publication date: 18 September 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionMalliavin calculuslocal linear estimatorstrong consistencystochastic integral

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

This page was built for publication: Local linear estimator for fractional diffusions