Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion
Joint Authors
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-08-03
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
We study the asymptotic properties of minimum distance estimator of drift parameter for a class of nonlinear scalar stochastic differential equations driven by mixed fractional Brownian motion.
The consistency and limit distribution of this estimator are established as the diffusion coefficient tends to zero under some regularity conditions.
American Psychological Association (APA)
Song, Na& Liu, Zaiming. 2014. Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1015113
Modern Language Association (MLA)
Song, Na& Liu, Zaiming. Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion. Abstract and Applied Analysis No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-1015113
American Medical Association (AMA)
Song, Na& Liu, Zaiming. Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1015113
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1015113
