Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595): Difference between revisions

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+https://doi.org/10.1016/j.spl.2015.04.032
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+W2177835036
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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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+Central limit theorems for non-linear functionals of Gaussian fields
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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+Lectures on Gaussian Approximations with Malliavin Calculus
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+The Malliavin Calculus and Related Topics
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