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Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation

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Cited by

2013Parameter identification for the discretely observed geometric fractional Brownian motion25 cited
2013Estimators for the Drift of Subfractional Brownian Motion20 cited
2015Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation17 cited
2020Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets15 cited
2013Estimation of change point for switching fractional diffusion processes13 cited

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