Parameter estimation for stochastic equations with additive fractional Brownian sheet

Tommi Sottinen () and Ciprian Tudor ()

Statistical Inference for Stochastic Processes, 2008, vol. 11, issue 3, pages 221-236

Keywords: Maximum likelihood estimator; Fractional Brownian sheet; Malliavin calculus; Girsanov transform; 60G15; G0H07; 60G35; 62M40 (search for similar items in EconPapers)
Date: 2008
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