Parameter Estimation for Fractional Diffusion Process with Discrete Observations

This paper deals with the problem of estimating the parameters for fractional diffusion process from discrete observations when the Hurst parameter H is unknown. With combination of several methods, such as the Donsker type approximate formula of fractional Brownian motion, quadratic variation metho...

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Main Authors: Yuxia Su, Yutian Wang
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2019/9036285
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author Yuxia Su
Yutian Wang
author_facet Yuxia Su
Yutian Wang
author_sort Yuxia Su
collection DOAJ
description This paper deals with the problem of estimating the parameters for fractional diffusion process from discrete observations when the Hurst parameter H is unknown. With combination of several methods, such as the Donsker type approximate formula of fractional Brownian motion, quadratic variation method, and the maximum likelihood approach, we give the parameter estimations of the Hurst index, diffusion coefficients, and volatility and then prove their strong consistency. Finally, an extension for generalized fractional diffusion process and further work are briefly discussed.
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institution Kabale University
issn 2314-8896
2314-8888
language English
publishDate 2019-01-01
publisher Wiley
record_format Article
series Journal of Function Spaces
spelling doaj-art-0ea6ebdc090f4bc9a043533c4b8c42962025-08-20T03:54:24ZengWileyJournal of Function Spaces2314-88962314-88882019-01-01201910.1155/2019/90362859036285Parameter Estimation for Fractional Diffusion Process with Discrete ObservationsYuxia Su0Yutian Wang1School of Statistics, Qufu Normal University, Jining, Shandong 273165, ChinaSchool of Software Engineering, Qufu Normal University, Jining, Shandong 273165, ChinaThis paper deals with the problem of estimating the parameters for fractional diffusion process from discrete observations when the Hurst parameter H is unknown. With combination of several methods, such as the Donsker type approximate formula of fractional Brownian motion, quadratic variation method, and the maximum likelihood approach, we give the parameter estimations of the Hurst index, diffusion coefficients, and volatility and then prove their strong consistency. Finally, an extension for generalized fractional diffusion process and further work are briefly discussed.http://dx.doi.org/10.1155/2019/9036285
spellingShingle Yuxia Su
Yutian Wang
Parameter Estimation for Fractional Diffusion Process with Discrete Observations
Journal of Function Spaces
title Parameter Estimation for Fractional Diffusion Process with Discrete Observations
title_full Parameter Estimation for Fractional Diffusion Process with Discrete Observations
title_fullStr Parameter Estimation for Fractional Diffusion Process with Discrete Observations
title_full_unstemmed Parameter Estimation for Fractional Diffusion Process with Discrete Observations
title_short Parameter Estimation for Fractional Diffusion Process with Discrete Observations
title_sort parameter estimation for fractional diffusion process with discrete observations
url http://dx.doi.org/10.1155/2019/9036285
work_keys_str_mv AT yuxiasu parameterestimationforfractionaldiffusionprocesswithdiscreteobservations
AT yutianwang parameterestimationforfractionaldiffusionprocesswithdiscreteobservations