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- W4382788405 abstract "In this paper, we construct consistent statistical estimators of the Hurst index, volatility coefficient, and drift parameter for Bessel processes driven by fractional Brownian motion with H<1/2. As an auxiliary result, we also prove the continuity of the fractional Bessel process. The results are illustrated with simulations." @default.
- W4382788405 created "2023-07-02" @default.
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- W4382788405 date "2023-06-28" @default.
- W4382788405 modified "2023-09-29" @default.
- W4382788405 title "Parameter Estimation in Rough Bessel Model" @default.
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- W4382788405 doi "https://doi.org/10.3390/fractalfract7070508" @default.
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