Work

Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation

Year: 2015

Type: article

Source: Brazilian Journal of Probability and Statistics

DOI: 10.1214/14-bjps246

Authors: Nenghui Kuang, Bingquan Liu

Institutions: Hunan University of Science and Technology, Wuhan University, Weinan Normal University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1689647877

FWCI: 3.634

Cites: 14

Cited by: 18

Related to: 10