hu.lee:13:drift¶
BibTeX Entry:
@article{hu.lee:13:drift,
author = {Hu, Yaozhong and Lee, Chihoon},
doi = {10.1239/jap/1371648963},
fjournal = {Journal of Applied Probability},
issn = {0021-9002},
journal = {J. Appl. Probab.},
mrclass = {60G22 (60K25 62M09)},
mrnumber = {3102502},
mrreviewer = {Michael A. Zazanis},
number = {2},
pages = {592--597},
title = {Drift parameter estimation for a reflected fractional {B}rownian motion based on its local time},
url = {https://doi.org/10.1239/jap/1371648963},
volume = {50},
year = {2013}
}