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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| Property / cites work: Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size / rank | |||
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| Property / cites work: Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths / rank | |||
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Latest revision as of 04:06, 13 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion |
scientific article |
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A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (English)
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15 December 2016
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fractional Brownian motion
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Hurst index
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consistent estimator
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central limit theorem
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