A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise


Neuenkirch, Andreas ; Tindel, Samy



DOI: https://doi.org/10.1007/s11203-013-9084-z
URL: http://link.springer.com/article/10.1007%2Fs11203-...
Document Type: Article
Year of publication: 2014
The title of a journal, publication series: Statistical Inference for Stochastic Processes
Volume: 17
Issue number: 1
Page range: 99-120
Place of publication: Dordrecht [u.a.]
Publishing house: Springer
ISSN: 1387-0874 , 1572-9311
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik II (N.N.)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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