Ergodic least-squares estimators of the generalize diffusion coefficient for fractional Brownian motion
Idioma
en
Article de revue
Este ítem está publicado en
Physical Review E : Statistical, Nonlinear, and Soft Matter Physics. 2013, vol. 87, n° 3, p. 030103
American Physical Society
Resumen en inglés
We analyze a class of estimators of the generalized diffusion coefficient for fractional Brownian motion Bt of known Hurst index H, based on weighted functionals of the single-time square displacement. We show that for a ...Leer más >
Palabras clave en inglés
Probability theory
stochastic processes and statistics
Stochastic analysis methods
Single molecule kinetics
Single-molecule techniques