most citedExact maximum likelihood estimators for drift fractional Brownian motions

2 citations · 2 across the 1 of their papers we have counts for

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math.ST2009★ 2 cited

Exact maximum likelihood estimators for drift fractional Brownian motions

Hu Yaozhong, Xiao Weilin, Zhang Weiguo

This 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 obse…