Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models
Tempered fractional Brownian motion (TFBM) and tempered fractional Brownian motion of the second kind (TFBMII) modify the power-law kernel in the moving average representation of fractional Brownian motion by introducing exponential tempering. We construct least-square estimators for the unknown dri...
| Váldodahkkit: | , |
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| Materiálatiipa: | Artihkal |
| Giella: | English |
| Almmustuhtton: |
MDPI AG
2024-01-01
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| Ráidu: | Fractal and Fractional |
| Fáttát: | |
| Liŋkkat: | https://www.mdpi.com/2504-3110/8/2/79 |