Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets
Author:
Affiliation:
1. School of Technology and Innovation, Mathematics and Statistics Unit, University of Vaasa, Vaasa, Finland
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2020.1764581
Reference34 articles.
1. Necessary and sufficient conditions for Hölder continuity of Gaussian processes
2. The Pricing of Options and Corporate Liabilities
3. Mixed Fractional Brownian Motion
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