Work

Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation

Year: 2011

Type: article

Source: Acta Mathematica Scientia

DOI: 10.1016/s0252-9602(11)60365-2

Authors: Hu Yaozhong, Nualart David, Xiao Weilin, Zhang Weiguo

Institutions: University of Kansas, South China University of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2054020692

FWCI: 9.749

Cites: 17

Cited by: 60

Related to: 10