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Exact maximum likelihood inference for drifted multi-sub-fractional Brownian motion at discrete observation

Al-Harby, Afrah et al.
arXiv (All) · Papers · License: Open Access
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60h07applicationsprobabilitystatistics-theory
statistics theory, probability, applications, primary 62m09, secondary 60g22, 60g15, 62f10, 62f25, 60h07
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