Exact maximum likelihood estimators for drift fractional Brownian motions

Details Exact maximum likelihood estimators for drift fractional Brownian motions Exact maximum likelihood estimators for drift fractional Brownian motions

2009-04-27

arxiv.org/abs/0904.4186v1

Mathematics

Statistics Theory

Scientific paper

This paper deals with the problems of consistence and strong consistence of
the maximum likelihood estimators of the mean and variance of the drift
fractional Brownian motions observed at discrete time instants. A central limit
theorem for these estimators is also obtained by using the Malliavin calculus.

Affiliated with

Also associated with

No associations

Rating

Exact maximum likelihood estimators for drift fractional Brownian motions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Exact maximum likelihood estimators for drift fractional Brownian motions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Exact maximum likelihood estimators for drift fractional Brownian motions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-323031