"Numerical approach to the drift parameter estimation in the model with two ..."

Yuliya Mishura, Kostiantyn Ralchenko, Hanna Zhelezniak (2024)

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DOI: 10.1080/03610918.2022.2099556

access: closed

type: Journal Article

metadata version: 2024-08-22

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Yuliya Mishura, Kostiantyn Ralchenko, Hanna Zhelezniak:
Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions. Commun. Stat. Simul. Comput. 53(7): 3206-3220 (2024)

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