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- W4300703044 abstract "We study some estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process and prove that they are strongly consistent and most of them are asymptotically normal. Moreover, we compare the asymptotic behavior of these estimators with the aid of computer simulations." @default.
- W4300703044 created "2022-10-04" @default.
- W4300703044 creator A5040423573 @default.
- W4300703044 creator A5072573554 @default.
- W4300703044 date "2016-07-11" @default.
- W4300703044 modified "2023-09-23" @default.
- W4300703044 title "On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process" @default.
- W4300703044 doi "https://doi.org/10.48550/arxiv.1607.03166" @default.
- W4300703044 hasPublicationYear "2016" @default.
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