Estimating the Diffusion Coefficient for Diffusions Driven by fBm
| Year of publication: |
2000
|
|---|---|
| Authors: | León, José ; Ludeña, Carenne |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 1, p. 183-192
|
| Publisher: |
Springer |
| Subject: | fractional Brownian motion | local times | nonparametric estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184587