∈-Upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion

Random Operators and Stochastic Equations

Volumn 16, Issue 2, 2008, Pages 165-180

  Mishra, M N ^a   Prakasa Rao, B L S ^b  

^a Institute of Mathematics and Applications Bhubaneswar   (India)

^b UNIVERSITY OF HYDERABAD   (India)

Author keywords

Fractional Brownian motion; Fractional ornstein uhlenbeck type process; Linear stochastic differential equations; Lower function; Maximum likelihood estimation; Upper function

Indexed keywords

EID: 84858432147     PISSN: 09266364     EISSN: 1569397X     Source Type: Journal    
DOI: 10.1515/ROSE.2008.009     Document Type: Article

References (16)

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