2022, Vol. 4, No. 1

DOI: https://doi.org/10.37418/jcsam.4.1

BA Demba Bocar and T. Moussa

CONSISTENCY OF THE DRIFT PARAMETERS ESTIMATES IN THE FRACTIONAL BROWNIAN DIFFUSION MODEL AND ESTIMATION OF THE HURST PARAMETER BY MAXIMUM LIKELIHOOD METHOD

              DOI: https://doi.org/10.37418/jcsam.4.1.1

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T. Moussa, Ba Demba Bocar, and D. Bou

STUDY OF MODELS WITHOUT JUMPS WITH RESPECT TO FRACTIONAL BROWNIAN MOTION

              DOI: https://doi.org/10.37418/jcsam.4.1.2

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