A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837): Difference between revisions
From MaRDI portal
Latest revision as of 02:42, 28 July 2024
scientific article; zbMATH DE number 7480147
Language | Label | Description | Also known as |
---|---|---|---|
English | A new estimator of the self-similarity exponent through the empirical likelihood ratio test |
scientific article; zbMATH DE number 7480147 |
Statements
A new estimator of the self-similarity exponent through the empirical likelihood ratio test (English)
0 references
23 February 2022
0 references
self-similarity
0 references
fractional Brownian motion
0 references
empirical likelihood ratio
0 references
distribution-based test
0 references
0 references
0 references
0 references
0 references
0 references