1 On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations [期刊论文]
来源:Austrian Journal of Statistics , 2014
作者:Yuliya Mishura, Kostiantyn Ralchenko
关键词:fractional Brownian motion;parameter estimation;...
使用许可:CC BY
来源:Austrian Journal of Statistics , 2017
作者:Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar
关键词:Gaussian process;stationary increments;...
使用许可:CC BY