collaborators

1 paper

math.PR2013

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Yuliya Mishura, Kostiantyn Ral'chenko, Oleg Seleznev +1

We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on d…