Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets

Weilin Xiao, Weiguo Zhang, Xili Zhang. Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets. Communications in Statistics - Simulation and Computation, 44(8):2117-2136, 2015. [doi]

Abstract

Abstract is missing.