The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case

Fuente: arXiv

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Bibliographic Details
Main Author:	Nakajima, Shohei
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.07804