A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise

✍ Scribed by Neuenkirch, Andreas; Tindel, Samy

• Book ID: 121608062
• Publisher: Springer Netherlands
• Year: 2013
• Tongue: English
• Weight: 291 KB
• Volume: 17
• Category: Article
• ISSN: 1387-0874
• DOI: 10.1007/s11203-013-9084-z