Work

Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion

Year: 2003

Type: article

Source: Random Operators and Stochastic Equations

DOI: 10.1163/156939703771378581

Author: B. L. S. Prakasa Rao

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1977329985

FWCI: 4.403

Cites: 15

Cited by: 54

Related to: 10