Hurst index estimation in stochastic differential equations driven by fractional Brownian motion - 惯性聚合

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Hurst index estimation in stochastic differential equations driven by fractional Brownian motion

Jan Gairing, Peter Imkeller, Radomyra Shevchenko, Ciprian A. Tud · 2019-03-06 · via math.ST updates on arXiv.org

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