"Drift Parameter Estimation for a Reflected Fractional Brownian Motion ..."

Yaozhong Hu, Chihoon Lee (2013)

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DOI: 10.1017/S0021900200013589

access: closed

type: Journal Article

metadata version: 2020-04-16

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Yaozhong Hu, Chihoon Lee:
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time. J. Appl. Probab. 50(2): 592-597 (2013)

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