HIGHLIGHTS
- who: Yuliya Mishura et al. from the National University of Kyiv have published the Article: Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments, in the Journal: (JOURNAL)
- what: In the particular case when B=B H is a fractional Brownian motion, this model has been studied by many authors.
SUMMARY
Mention the paper by Norros, Valkeila, and Virtamo that treats the maximum_likelihood estimation by continuous observations of the trajectory of X on the interval (see also Le Breton ). The construction of the maximum_likelihood estimator in the case where B . . .
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