Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation
نویسندگان
چکیده
منابع مشابه
Exact Maximum Likelihood Estimator for Drift Fractional Brownian Motion at Discrete Observation by Yaozhong Hu
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ژورنال
عنوان ژورنال: Acta Mathematica Scientia
سال: 2011
ISSN: 0252-9602
DOI: 10.1016/s0252-9602(11)60365-2