Convergence in fractional models and applications.
Estimation in models driven by fractional brownian motion
Let { (), ∈ℝ} be the fractional brownian motion with parameter 0<<1. When 1/2<, we consider diffusion equations of the type ()=+ (()) d ()+ (()) d. In different particular models where ()= or ()= and ()= or ()= , we propose a central limit theorem for estimators of and of based on regression methods. Then we give tests...
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