Statistical inference with fractional Brownian motion

Alexander Kukush, Yulia Mishura, Esko Valkeila

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)71-93
JournalStatistical Inference for Stochastic Processes
Volume8
Issue number1
Publication statusPublished - 2005
MoE publication typeA1 Journal article-refereed

Keywords

  • fractional Brownian motions
  • goodness-of-fit test
  • hypothesis testing
  • volatility estimation

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