Estimating the Diffusion Coefficient for Diffusions Driven by fBm

José León () and Carenne Ludeña ()

Statistical Inference for Stochastic Processes, 2000, vol. 3, issue 1, 183-192

Keywords: fractional Brownian motion; local times; nonparametric estimation (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1009981317912

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