Consistent Estimates of the Parameters of the multiparameter fractional Brownian motion

O. O. Kurchenko, O. O. Syniavska
Theory of Stochastic Processes
Vol.27 (43), no.1, 2023, pp.31-40
The consistent estimators of the multiplicative parameter c and Hurst parameter H of the covariance function of the multiparameter fractional Brownian motion are constructed.
DOI: https://doi.org/10.3842/tsp-5187041395-30
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