hu.nualart.ea:11:exact¶
BibTeX Entry:
@article{hu.nualart.ea:11:exact,
author = {Hu, Yaozhong and Nualart, David and Xiao, Weilin and Zhang, Weiguo},
doi = {10.1016/S0252-9602(11)60365-2},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
issn = {0252-9602},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
mrclass = {62F10 (60F05 60G22 60H07 62F12 62M05)},
mrnumber = {2884954},
mrreviewer = {Nicolas Privault},
number = {5},
pages = {1851--1859},
title = {Exact maximum likelihood estimator for drift fractional {B}rownian motion at discrete observation},
url = {https://doi.org/10.1016/S0252-9602(11)60365-2},
volume = {31},
year = {2011}
}