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Josephine Dufitinema
ORCID
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Fractional Brownian Motion
Maximum Likelihood
Discrete Data
Stock Market
Top Venues
Commun. Stat. Simul. Comput.
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Publications
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Josephine Dufitinema
,
Seppo Pynnönen
,
Tommi Sottinen
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets.
Commun. Stat. Simul. Comput.
51 (9) (2022)