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- W4221158105 abstract "We study the problem of parametric estimation for continuously observed stochastic processes driven by additive small fractional Brownian motion with the Hurst index H∈(0,1)/{12}. Under some assumptions on the drift coefficient, we obtain the asymptotic normality and moment convergence of maximum likelihood estimator of the drift parameter when a small dispersion coefficient ε→0." @default.
- W4221158105 created "2022-04-03" @default.
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- W4221158105 date "2022-07-04" @default.
- W4221158105 modified "2023-10-10" @default.
- W4221158105 title "Parameter estimation of stochastic differential equation driven by small fractional noise" @default.
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- W4221158105 doi "https://doi.org/10.1080/02331888.2022.2098960" @default.
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