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A nonparametric estimation method for stochastic differential equation with sub-fractional Brownian motion.

Dorota BochnackaDarya V. Filatova
Published in: MMAR (2017)
Keyphrases
  • pairwise
  • dynamic programming
  • similarity measure
  • information extraction
  • em algorithm
  • segmentation method
  • long range
  • fractional brownian motion