Statistical inference with fractional Brownian motion
type: Item
instance of: scholarly article
title: Statistical inference with fractional Brownian motion
zbMATH Open document ID: 1107.62355
DOI: 10.1023/B:SISP.0000049124.59173.79
author: Yuliya S. Mishura
author: Esko Valkeila
author: A. Kukush
published in: Statistical Inference for Stochastic Processes
publication date: 2005-06-20T00:00:00Z
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 2177197
zbMATH Keywords: fractional Brownian motions
zbMATH Keywords: hypothesis testing
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: volatility estimation
MaRDI profile type: Publication
full work available at URL: b:sisp.0000049124.59173.79
OpenAlex ID: W1980646103
description: scientific article; zbMATH DE number 2177197