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"Maximum likelihood estimators from discrete data modeled by mixed ..."

Josephine Dufitinema, Seppo Pynnönen, Tommi Sottinen (2022)

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DOI: 10.1080/03610918.2020.1764581

access: closed

type: Journal Article

metadata version: 2022-12-05

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  - journals/cssc/DufitinemaPS22
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  - https://dblp.org/rec/journals/cssc/DufitinemaPS22
Josephine Dufitinema, Seppo Pynnönen, Tommi Sottinen:
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. Commun. Stat. Simul. Comput. 51(9): 5264-5287 (2022)

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