Journal article

Asymptotic Behavior Of Mixed Power Variations And Statistical Estimation In Mixed Models

Year:

2015

Published in:

Statistical Inference for Stochastic Processes
Power variation
Fractional Brownian motion
Hurst parameter
Wiener process
Consistent estimator

We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter estimators in mixed models.

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Publisher: Bocconi & Springer Series

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Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko

2016
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Publisher: Modern Stochastics: Theory and Applications

Authors: Georgiy Shevchenko, Larysa Pryhara

2011
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Fractional And Multifractional Models In Finance

Publisher: Taras Shevchenko National University of Kyiv

Authors: Georgiy Shevchenko

2021
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Publisher: Journal of Theoretical Probability

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Publisher: Theory of Probability and Mathematical Statistics

Authors: Georgiy Shevchenko, Yulia Mishura