Estimation in models driven by fractional Brownian motion

Details Estimation in models driven by fractional Brownian motion Estimation in models driven by fractional Brownian motion

2008-05-22

arxiv.org/abs/0805.3394v1

Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques 2008, Vol. 44, No. 2, 191-213

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/07-AIHP105 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiqu

Scientific paper

10.1214/07-AIHP105

Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0

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