离散几何分数布朗运动的参数估计及其在中国金融市场中的应用

{"title":"离散几何分数布朗运动的参数估计及其在中国金融市场中的应用","authors":"Lin Sun, Jianxin Chen, Xianggang Lu","doi":"10.1186/s13662-022-03743-3","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":72091,"journal":{"name":"Advances in continuous and discrete models","volume":"2022 1","pages":"1-22"},"PeriodicalIF":2.3000,"publicationDate":"2022-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets\",\"authors\":\"Lin Sun, Jianxin Chen, Xianggang Lu\",\"doi\":\"10.1186/s13662-022-03743-3\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":72091,\"journal\":{\"name\":\"Advances in continuous and discrete models\",\"volume\":\"2022 1\",\"pages\":\"1-22\"},\"PeriodicalIF\":2.3000,\"publicationDate\":\"2022-12-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Advances in continuous and discrete models\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1186/s13662-022-03743-3\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Advances in continuous and discrete models","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1186/s13662-022-03743-3","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}