Parameter estimation for stochastic equations with additive fractional Brownian sheet
| Year of publication: |
2008
|
|---|---|
| Authors: | Sottinen, Tommi ; Tudor, Ciprian |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 11.2008, 3, p. 221-236
|
| Publisher: |
Springer |
| Subject: | Maximum likelihood estimator | Fractional Brownian sheet | Malliavin calculus | Girsanov transform | G0H07 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616046