Ergodic least-squares estimators of the generalize diffusion coefficient for fractional Brownian motion
Langue
en
Article de revue
Ce document a été publié dans
Physical Review E : Statistical, Nonlinear, and Soft Matter Physics. 2013, vol. 87, n° 3, p. 030103
American Physical Society
Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
Probability theory
stochastic processes and statistics
Stochastic analysis methods
Single molecule kinetics
Single-molecule techniques