Journal of Computer Science and Applied Mathematics
Union of Researchers of Macedonia, R. North Macedonia
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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
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