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Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Sun, Xichao[1]; Yan, Litan[2]
刊名JOURNAL OF STATISTICAL PLANNING AND INFERENCE
2018
卷号192页码:45-64
关键词Weighted-fractional Brownian motion Central limit theorem Ornstein-Uhlenbeck process Parameter estimation Asymptotic normality The generalized quadratic variation
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内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/2165838
专题华南理工大学
作者单位1.[1]Bengbu Univ, Dept Math, Coll Sci, 1866 Caoshan Rd, Bengbu 233030, Peoples R China
2.[2]Donghua Univ, Dept Math, Coll Sci, 2999 North Renmin Rd, Shanghai 201620, Peoples R China
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GB/T 7714
Sun, Xichao[1],Yan, Litan[2]. Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2018,192:45-64.
APA Sun, Xichao[1],&Yan, Litan[2].(2018).Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,192,45-64.
MLA Sun, Xichao[1],et al."Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 192(2018):45-64.
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