Exact maximum likelihood estimators for drift fractional Brownian motions

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dc.creatorYaozhong, Hu
dc.creatorWeilin, Xiao
dc.creatorWeiguo, Zhang
dc.date2009-04-27
dc.date.accessioned2026-07-07T13:08:59Z
dc.date.available2026-07-07T13:08:59Z
dc.descriptionThis paper deals with the problems of consistence and strong consistence of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. A central limit theorem for these estimators is also obtained by using the Malliavin calculus.
dc.identifierhttps://arxiv.org/abs/0904.4186
dc.identifierhttp://arxiv.org/abs/0904.4186
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/228597
dc.subjectStatistics Theory
dc.subjectProbability
dc.subjectApplications
dc.subject62G05; 60H07
dc.titleExact maximum likelihood estimators for drift fractional Brownian motions
dc.typetext

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