Work

Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation

Year: 2016

Type: book-chapter

Source: Statistical Inference for Stochastic Processes

DOI: 10.1007/s11203-016-9147-z

Authors: Marco Dozzi, Yuriy Kozachenko, Yuliya Mishura, Kostiantyn Ralchenko

Institutions: Institut Élie Cartan de Lorraine, Université de Lorraine, Taras Shevchenko National University of Kyiv

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2281280264

FWCI: 17.92

Cites: 21

Cited by: 23

Related to: 10