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Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

By Yuliya Mishura, Kostiantyn Ral’chenko, Oleg Seleznev and Georgiy Shevchenko
Publisher: Springer International Publishing
Year: 2014
DOI identifier: 10.1007/978-3-319-03512-3_17
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Provided by: MUCC (Crossref)
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