Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation
type: Item
instance of: scholarly article
title: Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation
zbMATH Open document ID: 1416.62472
DOI: 10.1214/14-BJPS246
author: Nenghui Kuang
author: Bing-quan Liu
published in: Brazilian Journal of Probability and Statistics
publication date: 2015-11-10T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bjps/1442513446
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6506576
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: sub-fractional Brownian motion
zbMATH Keywords: Stein's method
zbMATH Keywords: Malliavin calculus
describes a project that uses: longmemo
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6506576