Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets
type: Item
instance of: scholarly article
title: Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets
author: Lin Sun
author: Jianxin Chen
author: Xianggang Lu
published in: Advances in Continuous and Discrete Models
publication date: 2022-12-21T00:00:00Z
Mathematics Subject Classification ID: 39-XX
Mathematics Subject Classification ID: 34-XX
zbMATH DE Number: 7636115
zbMATH Keywords: geometric fractional Brownian motion
zbMATH Keywords: bipower variation
zbMATH Keywords: least-squares estimation
zbMATH Keywords: asymptotic behavior
zbMATH Keywords: discrete observations
describes a project that uses: YUIMA
describes a project that uses: SimEstFBM
MaRDI profile type: Publication
full work available at URL: s13662-022-03743-3
OpenAlex ID: W4311961481
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DOI: 10.1186/S13662-022-03743-3
description: scientific article; zbMATH DE number 7636115