| Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation | |
| Kuang, Nenghui; Liu, Bingquan | |
| 刊名 | BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS
 |
| 2015 | |
| 卷号 | 29期号:4 |
| 关键词 | Maximum likelihood estimator sub-fractional Brownian motion Stein's method Malliavin calculus |
| ISSN号 | 0103-0752 |
| DOI | 10.1214/14-BPS246 |
| URL标识 | 查看原文 |
| 收录类别 | SCIE |
| 语种 | 英语 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4116917 |
| 专题 | 武汉大学 |
| 推荐引用方式 GB/T 7714 | Kuang, Nenghui,Liu, Bingquan. Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation[J]. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS,2015,29(4). |
| APA | Kuang, Nenghui,&Liu, Bingquan.(2015).Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation.BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS,29(4). |
| MLA | Kuang, Nenghui,et al."Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation".BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS 29.4(2015). |
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