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Asymptotic expansion of a Hurst index estimator for a stochastic differential equation driven by fBm

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Yamagishi, Hayate
Formato:	Preprint
Publicado:	2024
Materias:	Probability Statistics Theory
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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