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 |
URL标识 | 查看原文 |
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 |
推荐引用方式 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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