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The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case

Shohei Nakajima

Statistical Inference for Stochastic Processes2025https://doi.org/10.1007/s11203-025-09340-xarticle
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https://doi.org/https://doi.org/10.1007/s11203-025-09340-x

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@article{shohei2025,
  title        = {{The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case}},
  author       = {Shohei Nakajima},
  journal      = {Statistical Inference for Stochastic Processes},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s11203-025-09340-x},
}

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The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case

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M · momentum0.50 × 0.15 = 0.07
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