A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
Neuenkirch, Andreas; Tindel, Samy
- 期刊名称Statistical Inference for Stochastic Processes
- 作者Neuenkirch, Andreas; Tindel, Samy
- 卷第17卷
- 期第1期
- 印刷ISSN1387-0874
- 电子ISSN1572-9311
- 文件大小290.84KB
- 发表时间2014-04
- DOI10.1007/s11203-013-9084-z
- 页码99-120