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An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter

An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter

Chiba, Kohei
  • 期刊名称Statistical Inference for Stochastic Processes
  • 作者Chiba, Kohei
  • 印刷ISSN1387-0874
  • 电子ISSN1572-9311
  • 文件大小545.23KB
  • 发表时间2020-5-9
  • DOI10.1007/s11203-020-09214-4
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