Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687): Difference between revisions

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+https://doi.org/10.1080/03610926.2012.677087
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+Q4865042
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+Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
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+Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
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+Orthonormal bases of compactly supported wavelets
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+Q2778406
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
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+Fluctuations of the empirical quantiles of independent Brownian motions
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+A wavelet-based joint estimator of the parameters of long-range dependence
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