A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520): Difference between revisions

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+Kęstutis Kubilius
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+MaRDI publication profile
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+W2484351161
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+.08202
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@@ Property / cites work @@
+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+Measure Theory and Probability Theory
@@ Property / cites work: Measure Theory and Probability Theory / rank @@
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@@ Property / cites work @@
+Measuring the roughness of random paths by increment ratios
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+Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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